+171.9%
SAP vs UTHR
+313.7%
-141.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.4% |
| 7D | -4.1% | +1.9% | -6.0% | -4.3% |
| 30D | +1.1% | -2.9% | +3.9% | +1.4% |
| 3M | +26.1% | -8.9% | +35.0% | +27.6% |
| 6M | +9.8% | -8.7% | +18.5% | +10.8% |
| YTD | -13.6% | +2.0% | -15.6% | -14.4% |
| 1Y | -18.7% | +22.8% | -41.5% | -21.8% |
| 3Y | +54.1% | +120.6% | -66.5% | +30.7% |
| 5Y | +54.7% | +136.4% | -81.7% | +27.4% |
| All | +171.9% | +313.7% | -141.8% | +88.7% |
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