+239.8%
RF vs UTHR
+349.3%
-109.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -1.1% |
| 7D | +0.3% | -2.1% | +2.5% | +0.8% |
| 30D | +6.2% | +7.2% | -1.0% | +4.3% |
| 3M | -7.8% | +11.1% | -19.0% | -10.7% |
| 6M | +5.9% | +4.2% | +1.7% | +4.2% |
| YTD | +9.0% | +20.8% | -11.8% | +2.4% |
| 1Y | +19.3% | +29.7% | -10.4% | +9.8% |
| 3Y | +116.4% | +164.1% | -47.7% | +54.4% |
| 5Y | +46.0% | +190.7% | -144.6% | -1.6% |
| 10Y | +239.8% | +355.4% | -115.6% | +71.1% |
| All | +239.8% | +349.3% | -109.5% | +71.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UTHR.
Daily Out/Under-Performance
Portfolio return minus UTHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UTHR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded UTHR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling