+128.0%
RF vs UTHR
+8,226.2%
-8,098.2%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.3% |
| 7D | -0.9% | -6.1% | +5.2% | 0.0% |
| 30D | +6.0% | +3.1% | +2.9% | +5.5% |
| 3M | -8.9% | +5.5% | -14.4% | -9.9% |
| 6M | +2.3% | -5.8% | +8.2% | +2.8% |
| YTD | +7.6% | +15.3% | -7.8% | +4.3% |
| 1Y | +21.2% | +23.8% | -2.6% | +16.2% |
| 3Y | +108.5% | +146.3% | -37.8% | +75.9% |
| 5Y | +43.2% | +177.8% | -134.6% | +17.5% |
| 10Y | +288.1% | +392.4% | -104.3% | +185.7% |
| All | +128.0% | +8,226.2% | -8,098.2% | +36.4% |
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