+265.3%
SAN vs UTHR
+366.4%
-101.1%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.7% |
| 7D | +1.0% | +4.9% | -3.9% | 0.0% |
| 30D | -9.4% | +9.2% | -18.6% | -11.2% |
| 3M | -17.1% | +15.9% | -33.1% | -20.3% |
| 6M | +2.2% | +2.0% | +0.2% | +1.1% |
| YTD | +6.0% | +21.8% | -15.8% | +0.1% |
| 1Y | +12.7% | +28.6% | -15.8% | +5.1% |
| 3Y | +242.1% | +166.2% | +75.9% | +153.0% |
| 5Y | +293.6% | +191.8% | +101.8% | +176.7% |
| All | +265.3% | +366.4% | -101.1% | +105.0% |
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