+3,365.1%
SIMO vs UTHR
+1,893.5%
+1,471.6%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.5% | +9.2% | +8.8% |
| 7D | +4.2% | -5.4% | +9.6% | +5.6% |
| 30D | +4.1% | -6.0% | +10.1% | +5.5% |
| 3M | -12.9% | -11.0% | -1.9% | -10.6% |
| 6M | +110.3% | -0.5% | +110.9% | +108.5% |
| YTD | +178.6% | +0.1% | +178.5% | +175.9% |
| 1Y | +220.0% | +28.2% | +191.8% | +196.9% |
| 3Y | +409.0% | +113.8% | +295.2% | +297.8% |
| 5Y | +277.3% | +131.3% | +146.0% | +181.3% |
| 10Y | +506.6% | +296.7% | +209.9% | +265.0% |
| All | +3,365.1% | +1,893.5% | +1,471.6% | +1,398.7% |
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