+429.7%
SIMO vs UTHR
+368.2%
+61.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +1.2% | +7.5% | +8.4% |
| 7D | +0.9% | -2.1% | +3.0% | +1.6% |
| 30D | -25.4% | +8.3% | -33.7% | -26.5% |
| 3M | -17.8% | +15.5% | -33.3% | -20.4% |
| 6M | -29.6% | +4.5% | -34.1% | -30.4% |
| YTD | +100.3% | +22.2% | +78.1% | +90.5% |
| 1Y | +100.4% | +29.7% | +70.7% | +88.1% |
| 3Y | +246.1% | +167.3% | +78.8% | +166.6% |
| 5Y | +189.8% | +196.5% | -6.7% | +111.5% |
| All | +429.7% | +368.2% | +61.5% | +221.5% |
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 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