+11.9%
SM vs UTHR
+362.9%
-351.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.2% | +4.4% | +5.1% |
| 7D | +0.3% | -2.1% | +2.4% | +1.1% |
| 30D | -17.3% | +8.3% | -25.6% | -20.2% |
| 3M | -3.6% | +15.5% | -19.1% | -9.9% |
| 6M | +2.9% | +4.5% | -1.6% | -0.3% |
| YTD | +70.2% | +22.2% | +48.0% | +50.8% |
| 1Y | +66.5% | +29.7% | +36.8% | +43.6% |
| 3Y | -8.2% | +167.3% | -175.5% | -49.0% |
| 5Y | -1.5% | +196.5% | -198.0% | -51.3% |
| 10Y | +11.9% | +369.0% | -357.1% | -61.9% |
| All | +11.9% | +362.9% | -351.0% | -61.9% |
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