-20.9%
RUN vs UTHR
+258.9%
-279.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.4% | -5.7% | -6.0% |
| 7D | -13.7% | +4.9% | -18.6% | -14.6% |
| 30D | +9.4% | +9.2% | +0.2% | +6.8% |
| 3M | -13.4% | +15.9% | -29.4% | -17.0% |
| 6M | -39.6% | +2.0% | -41.6% | -40.4% |
| YTD | -53.7% | +21.8% | -75.5% | -56.9% |
| 1Y | -56.2% | +28.6% | -84.7% | -59.8% |
| 3Y | -9.7% | +166.2% | -176.0% | -36.2% |
| 5Y | -85.5% | +191.8% | -277.3% | -90.2% |
| 10Y | +66.7% | +367.2% | -300.4% | -13.3% |
| All | -20.9% | +258.9% | -279.8% | -48.6% |
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 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