+145.0%
RF vs UTHR
+7,123.9%
-6,978.8%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.5% | 0.0% |
| 7D | +1.3% | -5.4% | +6.7% | +2.1% |
| 30D | -3.6% | -6.0% | +2.4% | -2.8% |
| 3M | +8.1% | -11.0% | +19.1% | +9.9% |
| 6M | +11.5% | -0.5% | +12.0% | +11.0% |
| YTD | +15.6% | +0.1% | +15.5% | +14.8% |
| 1Y | +15.7% | +28.2% | -12.5% | +10.4% |
| 3Y | +86.9% | +113.8% | -26.9% | +61.4% |
| 5Y | +89.8% | +131.3% | -41.5% | +60.5% |
| 10Y | +344.7% | +296.7% | +48.0% | +238.3% |
| All | +145.0% | +7,123.9% | -6,978.8% | +50.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling