+291.1%
ROIV vs UTHR
+342.3%
-51.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.6% | +1.0% | +3.8% |
| 7D | +13.3% | -2.3% | +15.6% | +13.9% |
| 30D | +14.8% | +6.1% | +8.7% | +13.3% |
| 3M | +11.9% | +8.1% | +3.8% | +9.8% |
| 6M | +42.4% | +3.1% | +39.3% | +41.1% |
| YTD | +87.4% | +19.5% | +67.9% | +79.1% |
| 1Y | +97.2% | +29.7% | +67.5% | +85.3% |
| 3Y | +375.7% | +162.7% | +213.0% | +275.0% |
| 5Y | +379.0% | +192.8% | +186.2% | +271.2% |
| All | +291.1% | +342.3% | -51.2% | +192.3% |
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