+267.7%
SAN vs UTHR
+364.7%
-97.0%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.0% | +0.7% |
| 7D | +4.0% | +5.2% | -1.2% | +2.9% |
| 30D | -7.8% | +9.5% | -17.3% | -9.7% |
| 3M | -16.4% | +17.9% | -34.3% | -19.9% |
| 6M | +3.5% | +2.0% | +1.5% | +2.4% |
| YTD | +6.7% | +21.3% | -14.6% | +0.9% |
| 1Y | +14.5% | +27.9% | -13.4% | +6.9% |
| 3Y | +243.5% | +162.3% | +81.2% | +155.0% |
| 5Y | +296.2% | +190.7% | +105.5% | +178.7% |
| All | +267.7% | +364.7% | -97.0% | +106.5% |
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