+387.3%
SAN vs UTHR
+139.1%
+248.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.6% | -0.8% |
| 7D | +3.3% | -2.9% | +6.2% | +3.8% |
| 30D | +1.1% | -7.6% | +8.7% | +2.4% |
| 3M | +22.2% | -8.6% | +30.8% | +24.0% |
| 6M | +36.0% | +4.1% | +31.9% | +34.4% |
| YTD | +28.2% | +2.2% | +26.0% | +27.0% |
| 1Y | +54.1% | +26.2% | +27.9% | +46.9% |
| 3Y | +354.2% | +121.2% | +233.1% | +259.0% |
| 5Y | +387.3% | +136.5% | +250.7% | +260.8% |
| All | +387.3% | +139.1% | +248.2% | +260.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling