+2,101.2%
SIMO vs UTHR
+2,197.7%
-96.5%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.7% | +4.8% | +4.3% |
| 7D | -22.0% | -6.1% | -15.9% | -20.6% |
| 30D | -43.0% | +3.1% | -46.2% | -43.4% |
| 3M | -39.1% | +5.5% | -44.6% | -40.2% |
| 6M | -33.3% | -5.8% | -27.5% | -32.7% |
| YTD | +77.0% | +15.3% | +61.6% | +68.7% |
| 1Y | +73.0% | +23.8% | +49.2% | +61.9% |
| 3Y | +215.7% | +146.3% | +69.4% | +137.7% |
| 5Y | +155.6% | +177.8% | -22.2% | +81.7% |
| 10Y | +388.4% | +392.4% | -4.0% | +177.8% |
| All | +2,101.2% | +2,197.7% | -96.5% | +816.5% |
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 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