-15.7%
SHOP vs UTHR
+140.7%
-156.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.8% | -7.2% | -5.7% |
| 7D | -10.6% | +3.0% | -13.6% | -11.0% |
| 30D | -18.3% | -4.3% | -14.0% | -17.9% |
| 3M | +14.8% | -8.4% | +23.2% | +16.1% |
| 6M | -5.0% | -4.2% | -0.8% | -4.9% |
| YTD | -21.2% | +4.0% | -25.3% | -22.4% |
| 1Y | -11.6% | +25.5% | -37.1% | -15.8% |
| 3Y | +101.2% | +125.1% | -23.9% | +65.5% |
| 5Y | -15.7% | +140.3% | -156.0% | -30.3% |
| All | -15.7% | +140.7% | -156.4% | -30.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling