-53.2%
S vs UTHR
+176.5%
-229.7%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.4% |
| 7D | -7.7% | -5.4% | -2.3% | -7.6% |
| 30D | -5.3% | -6.0% | +0.7% | -5.2% |
| 3M | +20.3% | -11.0% | +31.2% | +20.6% |
| 6M | +47.4% | -0.5% | +47.9% | +46.9% |
| YTD | +32.5% | +0.1% | +32.5% | +32.0% |
| 1Y | +9.5% | +28.2% | -18.6% | +7.5% |
| 3Y | +15.5% | +113.8% | -98.3% | +9.1% |
| 5Y | -71.2% | +131.3% | -202.5% | -73.8% |
| All | -53.2% | +176.5% | -229.7% | -53.9% |
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 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