-47.8%
S vs UTHR
+235.2%
-283.0%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.4% |
| 7D | +2.0% | +5.2% | -3.2% | +1.7% |
| 30D | -2.7% | +9.5% | -12.2% | -3.0% |
| 3M | -6.9% | +17.9% | -24.8% | -7.4% |
| 6M | +38.1% | +2.0% | +36.1% | +37.8% |
| YTD | +48.0% | +21.3% | +26.7% | +46.4% |
| 1Y | +34.5% | +27.9% | +6.6% | +32.7% |
| 3Y | +38.3% | +162.3% | -124.0% | +29.7% |
| 5Y | -70.9% | +190.7% | -261.6% | -73.1% |
| All | -47.8% | +235.2% | -283.0% | -48.9% |
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