+3,772.8%
SHOP vs UTHR
+366.4%
+3,406.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.6% |
| 7D | +2.1% | +4.9% | -2.8% | +0.9% |
| 30D | -16.8% | +9.2% | -26.0% | -18.7% |
| 3M | -2.4% | +15.9% | -18.4% | -6.4% |
| 6M | +47.0% | +2.0% | +45.0% | +45.4% |
| YTD | -8.8% | +21.8% | -30.6% | -14.9% |
| 1Y | -6.3% | +28.6% | -34.8% | -13.9% |
| 3Y | +139.3% | +166.2% | -27.0% | +67.2% |
| 5Y | -12.1% | +191.8% | -203.9% | -42.4% |
| All | +3,772.8% | +366.4% | +3,406.5% | +1,870.9% |
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