+1,872.3%
SGI vs UTHR
+4,427.5%
-2,555.2%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.7% |
| 7D | +8.5% | -5.4% | +13.9% | +10.2% |
| 30D | +0.7% | -6.0% | +6.7% | +2.2% |
| 3M | +0.6% | -11.0% | +11.6% | +3.7% |
| 6M | -17.9% | -0.5% | -17.4% | -18.5% |
| YTD | -21.2% | +0.1% | -21.3% | -22.4% |
| 1Y | -18.9% | +28.2% | -47.0% | -26.4% |
| 3Y | +52.6% | +113.8% | -61.2% | +11.9% |
| 5Y | +60.7% | +131.3% | -70.6% | +11.2% |
| 10Y | +278.1% | +296.7% | -18.6% | +107.0% |
| All | +1,872.3% | +4,427.5% | -2,555.2% | +529.6% |
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