+170.0%
SIMO vs UTHR
+190.6%
-20.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.4% | -5.2% | -5.6% |
| 7D | +4.1% | +5.2% | -1.1% | +3.5% |
| 30D | -24.0% | +9.5% | -33.4% | -24.7% |
| 3M | -31.8% | +17.9% | -49.7% | -33.2% |
| 6M | -36.9% | +2.0% | -38.9% | -37.1% |
| YTD | +84.8% | +21.3% | +63.5% | +79.7% |
| 1Y | +99.0% | +27.9% | +71.1% | +92.3% |
| 3Y | +217.9% | +162.3% | +55.6% | +178.3% |
| All | +170.0% | +190.6% | -20.6% | +132.2% |
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