+8,844.7%
SHOP vs UTHR
+225.6%
+8,619.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.6% | -1.5% | +1.2% |
| 7D | -2.7% | -2.3% | -0.4% | -2.1% |
| 30D | -11.0% | +6.1% | -17.1% | -12.3% |
| 3M | +0.3% | +8.1% | -7.8% | -2.2% |
| 6M | +37.7% | +3.1% | +34.6% | +35.7% |
| YTD | -5.5% | +19.5% | -25.1% | -11.6% |
| 1Y | -0.2% | +29.7% | -30.0% | -8.7% |
| 3Y | +151.9% | +162.7% | -10.8% | +77.0% |
| 5Y | -2.2% | +192.8% | -195.0% | -35.7% |
| 10Y | +3,647.2% | +348.1% | +3,299.1% | +1,849.8% |
| All | +8,844.7% | +225.6% | +8,619.1% | +5,482.5% |
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