+273.8%
ROIV vs UTHR
+326.7%
-52.9%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.7% | +6.8% | +6.3% |
| 7D | +5.3% | -6.1% | +11.5% | +6.8% |
| 30D | +11.9% | +3.1% | +8.8% | +11.2% |
| 3M | +10.7% | +5.5% | +5.2% | +9.2% |
| 6M | +34.9% | -5.8% | +40.7% | +36.2% |
| YTD | +79.2% | +15.3% | +63.8% | +72.5% |
| 1Y | +89.0% | +23.8% | +65.2% | +79.4% |
| 3Y | +337.3% | +146.3% | +191.0% | +249.6% |
| 5Y | +402.3% | +177.8% | +224.5% | +292.4% |
| All | +273.8% | +326.7% | -52.9% | +181.7% |
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