+389.2%
ROIV vs UTHR
+190.6%
+198.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | +1.7% | +5.2% | -3.5% | +0.3% |
| 30D | +17.6% | +9.5% | +8.1% | +14.9% |
| 3M | +9.0% | +17.9% | -9.0% | +4.2% |
| 6M | +35.3% | +2.0% | +33.3% | +34.1% |
| YTD | +82.2% | +21.3% | +60.8% | +71.7% |
| 1Y | +92.3% | +27.9% | +64.4% | +78.8% |
| 3Y | +336.8% | +162.3% | +174.4% | +216.3% |
| All | +389.2% | +190.6% | +198.7% | +228.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling