+46.0%
RF vs UTHR
+193.6%
-147.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.4% |
| 7D | -1.3% | -2.1% | +0.8% | -1.1% |
| 30D | +4.6% | +8.3% | -3.6% | +3.4% |
| 3M | -8.4% | +15.5% | -24.0% | -10.6% |
| 6M | +8.9% | +4.5% | +4.3% | +7.9% |
| YTD | +8.8% | +22.2% | -13.4% | +4.7% |
| 1Y | +18.9% | +29.7% | -10.8% | +13.3% |
| 3Y | +116.0% | +167.3% | -51.3% | +71.6% |
| 5Y | +46.0% | +196.5% | -150.5% | +9.2% |
| All | +46.0% | +193.6% | -147.6% | +9.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling