+68.4%
SAP vs UTHR
+166.1%
-97.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.7% | +0.4% |
| 7D | +0.6% | +5.2% | -4.6% | +0.5% |
| 30D | +6.5% | +9.5% | -2.9% | +6.3% |
| 3M | +12.2% | +17.9% | -5.7% | +11.8% |
| 6M | +46.1% | +2.0% | +44.1% | +45.9% |
| YTD | -1.6% | +21.3% | -22.9% | -2.2% |
| 1Y | -5.1% | +27.9% | -33.0% | -5.8% |
| 3Y | +68.4% | +162.3% | -94.0% | +68.0% |
| All | +68.4% | +166.1% | -97.8% | +68.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling