+303.6%
SIMO vs UTHR
+139.1%
+164.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.1% | +4.0% | +5.9% |
| 7D | +14.6% | -2.9% | +17.5% | +15.0% |
| 30D | +6.2% | -7.6% | +13.8% | +7.2% |
| 3M | +3.6% | -8.6% | +12.1% | +4.5% |
| 6M | +130.8% | +4.1% | +126.6% | +128.2% |
| YTD | +195.8% | +2.2% | +193.6% | +193.6% |
| 1Y | +225.0% | +26.2% | +198.8% | +214.9% |
| 3Y | +452.3% | +121.2% | +331.1% | +394.7% |
| 5Y | +303.6% | +136.5% | +167.1% | +267.5% |
| All | +303.6% | +139.1% | +164.5% | +267.5% |
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 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