+284.5%
ROIV vs UTHR
+350.5%
-66.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.4% | -4.0% | -4.4% |
| 7D | +9.2% | +4.9% | +4.3% | +8.1% |
| 30D | +19.9% | +9.2% | +10.7% | +17.7% |
| 3M | +10.6% | +15.9% | -5.4% | +6.9% |
| 6M | +36.1% | +2.0% | +34.1% | +35.1% |
| YTD | +84.3% | +21.8% | +62.5% | +75.4% |
| 1Y | +87.6% | +28.6% | +59.0% | +76.5% |
| 3Y | +353.9% | +166.2% | +187.7% | +256.8% |
| 5Y | +376.1% | +191.8% | +184.3% | +267.4% |
| All | +284.5% | +350.5% | -66.0% | +186.3% |
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