-19.5%
SAP vs UTHR
+23.3%
-42.8%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.3% | -0.9% |
| 7D | -2.9% | -5.4% | +2.5% | -3.1% |
| 30D | +9.0% | -6.0% | +15.1% | +8.8% |
| 3M | +14.9% | -11.0% | +25.9% | +14.5% |
| 6M | +11.9% | -0.5% | +12.4% | +12.3% |
| YTD | -9.9% | +0.1% | -10.0% | -9.9% |
| 1Y | -19.5% | +28.2% | -47.7% | -20.9% |
| All | -19.5% | +23.3% | -42.8% | -20.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling