-80.3%
RUN vs UTHR
+140.7%
-221.0%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.8% | -6.3% | -4.7% |
| 7D | -1.8% | +3.0% | -4.8% | -2.1% |
| 30D | -10.8% | -4.3% | -6.5% | -10.5% |
| 3M | -30.2% | -8.4% | -21.8% | -29.6% |
| 6M | -22.3% | -4.2% | -18.1% | -22.4% |
| YTD | -52.2% | +4.0% | -56.2% | -52.9% |
| 1Y | -45.1% | +25.5% | -70.6% | -47.4% |
| 3Y | -37.1% | +125.1% | -162.2% | -48.3% |
| 5Y | -80.3% | +140.3% | -220.6% | -81.8% |
| All | -80.3% | +140.7% | -221.0% | -81.8% |
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