+73.3%
RUN vs UTHR
+364.7%
-291.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | -13.5% | +5.2% | -18.7% | -14.6% |
| 30D | +18.3% | +9.5% | +8.8% | +15.4% |
| 3M | -12.5% | +17.9% | -30.4% | -16.4% |
| 6M | -40.3% | +2.0% | -42.3% | -41.1% |
| YTD | -53.1% | +21.3% | -74.4% | -56.3% |
| 1Y | -54.3% | +27.9% | -82.1% | -58.0% |
| 3Y | -6.5% | +162.3% | -168.8% | -34.5% |
| 5Y | -85.3% | +190.7% | -276.0% | -90.2% |
| All | +73.3% | +364.7% | -291.4% | -13.7% |
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 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