+863.3%
SAP vs UTHR
+8,226.2%
-7,363.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.5% | -4.0% |
| 7D | -0.7% | -6.1% | +5.5% | +0.2% |
| 30D | +11.1% | +3.1% | +8.0% | +10.5% |
| 3M | +17.0% | +5.5% | +11.6% | +15.8% |
| 6M | +34.8% | -5.8% | +40.7% | +35.5% |
| YTD | -2.2% | +15.3% | -17.6% | -5.2% |
| 1Y | -6.4% | +23.8% | -30.2% | -10.4% |
| 3Y | +75.1% | +146.3% | -71.2% | +46.9% |
| 5Y | +69.8% | +177.8% | -108.0% | +38.1% |
| 10Y | +219.8% | +392.4% | -172.6% | +128.1% |
| All | +863.3% | +8,226.2% | -7,363.0% | +291.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling