+128.8%
RF vs UTHR
+8,281.0%
-8,152.2%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -7.0% | +4.9% | -1.1% |
| 7D | -1.6% | -4.7% | +3.1% | -0.9% |
| 30D | +5.0% | +4.4% | +0.6% | +4.3% |
| 3M | -10.0% | +9.0% | -19.0% | -11.5% |
| 6M | +3.3% | -1.1% | +4.5% | +3.0% |
| YTD | +7.9% | +16.1% | -8.2% | +4.6% |
| 1Y | +21.2% | +26.4% | -5.2% | +15.9% |
| 3Y | +105.8% | +152.1% | -46.3% | +72.9% |
| 5Y | +43.7% | +179.6% | -135.9% | +17.8% |
| 10Y | +289.4% | +395.6% | -106.2% | +186.4% |
| All | +128.8% | +8,281.0% | -8,152.2% | +36.8% |
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