+1,269.2%
SMH vs UTHR
+1,433.7%
-164.4%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.1% | -0.9% | +0.8% |
| 7D | +5.2% | -2.9% | +8.1% | +5.8% |
| 30D | -1.5% | -7.6% | +6.0% | -0.2% |
| 3M | -4.1% | -8.6% | +4.5% | -2.7% |
| 6M | +50.8% | +4.1% | +46.6% | +48.8% |
| YTD | +59.3% | +2.2% | +57.1% | +57.5% |
| 1Y | +94.1% | +26.2% | +67.9% | +84.0% |
| 3Y | +286.7% | +121.2% | +165.5% | +219.7% |
| 5Y | +339.4% | +136.5% | +202.9% | +253.1% |
| 10Y | +1,803.3% | +300.1% | +1,503.2% | +1,232.7% |
| All | +1,269.2% | +1,433.7% | -164.4% | +503.4% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling