+686.9%
SEI vs UTHR
+305.9%
+381.0%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.3% | +6.4% | +5.5% |
| 7D | +22.6% | +1.9% | +20.6% | +22.0% |
| 30D | +9.1% | -2.9% | +11.9% | +10.0% |
| 3M | -11.3% | -8.9% | -2.5% | -9.0% |
| 6M | +22.0% | -8.7% | +30.8% | +24.5% |
| YTD | +47.3% | +2.0% | +45.3% | +44.5% |
| 1Y | +124.8% | +22.8% | +102.0% | +106.7% |
| 3Y | +591.3% | +120.6% | +470.6% | +386.4% |
| 5Y | +1,008.2% | +136.4% | +871.8% | +638.9% |
| All | +686.9% | +305.9% | +381.0% | +301.3% |
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