+336.9%
SAN vs UTHR
+310.6%
+26.4%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.8% | -3.0% | -1.6% |
| 7D | -0.5% | +3.0% | -3.5% | -1.2% |
| 30D | -0.1% | -4.3% | +4.2% | +0.8% |
| 3M | +19.6% | -8.4% | +28.0% | +21.8% |
| 6M | +32.7% | -4.2% | +36.9% | +33.3% |
| YTD | +26.7% | +4.0% | +22.7% | +24.6% |
| 1Y | +51.6% | +25.5% | +26.1% | +42.5% |
| 3Y | +348.7% | +125.1% | +223.6% | +246.9% |
| 5Y | +378.7% | +140.3% | +238.4% | +255.1% |
| 10Y | +336.9% | +322.5% | +14.4% | +152.6% |
| All | +336.9% | +310.6% | +26.4% | +152.6% |
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 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