+236.6%
SAP vs UTHR
+364.7%
-128.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.7% | +0.4% |
| 7D | +0.6% | +5.2% | -4.6% | -0.1% |
| 30D | +6.5% | +9.5% | -2.9% | +5.2% |
| 3M | +12.2% | +17.9% | -5.7% | +9.6% |
| 6M | +46.1% | +2.0% | +44.1% | +45.3% |
| YTD | -1.6% | +21.3% | -22.9% | -5.0% |
| 1Y | -5.1% | +27.9% | -33.0% | -9.1% |
| 3Y | +68.4% | +162.3% | -94.0% | +39.3% |
| 5Y | +79.4% | +190.7% | -111.3% | +43.0% |
| All | +236.6% | +364.7% | -128.1% | +130.3% |
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