-1.4%
SM vs UTHR
+123.2%
-124.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.1% | +1.5% | +3.3% |
| 7D | -0.2% | -2.9% | +2.7% | +0.2% |
| 30D | +31.5% | -7.6% | +39.1% | +32.8% |
| 3M | +17.3% | -8.6% | +25.9% | +18.6% |
| 6M | +48.5% | +4.1% | +44.4% | +45.9% |
| YTD | +106.3% | +2.2% | +104.1% | +102.9% |
| 1Y | +47.3% | +26.2% | +21.1% | +39.3% |
| 3Y | -1.4% | +121.2% | -122.6% | -17.5% |
| All | -1.4% | +123.2% | -124.6% | -17.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling