+1.5%
SMR vs UTHR
+203.9%
-202.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.6% | -5.0% | -5.4% |
| 7D | +4.7% | +2.8% | +1.9% | +4.0% |
| 30D | +3.2% | -2.3% | +5.5% | +3.8% |
| 3M | +9.9% | -7.4% | +17.3% | +11.8% |
| 6M | -15.1% | -6.0% | -9.2% | -13.8% |
| YTD | -27.9% | +3.4% | -31.4% | -28.7% |
| 1Y | -70.2% | +27.1% | -97.3% | -72.1% |
| 3Y | +72.5% | +123.8% | -51.3% | +40.6% |
| All | +1.5% | +203.9% | -202.4% | -16.7% |
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