+20.1%
SM vs UTHR
+319.3%
-299.2%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.8% |
| 7D | +2.1% | +2.8% | -0.6% | +1.0% |
| 30D | +18.1% | -2.3% | +20.4% | +19.1% |
| 3M | +17.0% | -7.4% | +24.4% | +20.3% |
| 6M | +55.4% | -6.0% | +61.4% | +56.7% |
| YTD | +108.6% | +3.4% | +105.1% | +99.6% |
| 1Y | +45.7% | +27.1% | +18.6% | +26.7% |
| 3Y | -0.3% | +123.8% | -124.1% | -39.7% |
| 5Y | +113.0% | +139.6% | -26.6% | +17.2% |
| All | +20.1% | +319.3% | -299.2% | -56.4% |
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