+568.6%
SE vs UTHR
+323.4%
+245.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.8% | -5.9% | -4.4% |
| 7D | -3.6% | +3.0% | -6.6% | -4.2% |
| 30D | -5.3% | -4.3% | -1.0% | -4.6% |
| 3M | +28.1% | -8.4% | +36.5% | +30.1% |
| 6M | +20.7% | -4.2% | +24.9% | +21.4% |
| YTD | -14.8% | +4.0% | -18.8% | -16.1% |
| 1Y | -43.6% | +25.5% | -69.1% | -46.8% |
| 3Y | +184.2% | +125.1% | +59.1% | +121.3% |
| 5Y | -66.3% | +140.3% | -206.6% | -75.0% |
| All | +568.6% | +323.4% | +245.2% | +324.1% |
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