+261.5%
RF vs UTHR
+363.8%
-102.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.6% | -1.4% | +1.3% |
| 7D | -0.1% | -2.3% | +2.2% | +0.4% |
| 30D | +7.0% | +6.1% | +1.0% | +5.5% |
| 3M | -7.0% | +8.1% | -15.1% | -9.3% |
| 6M | +6.8% | +3.1% | +3.7% | +5.3% |
| YTD | +9.9% | +19.5% | -9.6% | +3.5% |
| 1Y | +21.1% | +29.7% | -8.6% | +11.5% |
| 3Y | +119.6% | +162.7% | -43.1% | +56.9% |
| 5Y | +46.2% | +192.8% | -146.6% | -1.8% |
| 10Y | +261.5% | +348.1% | -86.6% | +83.9% |
| All | +261.5% | +363.8% | -102.3% | +83.9% |
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