+409.6%
SIMO vs UTHR
+363.8%
+45.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.6% | +2.0% | +4.9% |
| 7D | -8.2% | -2.3% | -5.9% | -7.6% |
| 30D | -34.6% | +6.1% | -40.7% | -35.3% |
| 3M | -32.6% | +8.1% | -40.7% | -33.9% |
| 6M | -31.8% | +3.1% | -34.9% | -32.5% |
| YTD | +87.6% | +19.5% | +68.1% | +79.2% |
| 1Y | +86.7% | +29.7% | +56.9% | +75.2% |
| 3Y | +227.4% | +162.7% | +64.7% | +153.3% |
| 5Y | +173.0% | +192.8% | -19.8% | +99.8% |
| 10Y | +409.6% | +348.1% | +61.5% | +210.4% |
| All | +409.6% | +363.8% | +45.8% | +210.4% |
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