+7.5%
SMR vs UTHR
+205.7%
-198.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.8% | -5.1% | -3.8% |
| 7D | +13.1% | +3.0% | +10.1% | +12.3% |
| 30D | +17.8% | -4.3% | +22.1% | +19.0% |
| 3M | +8.1% | -8.4% | +16.5% | +10.3% |
| 6M | -11.1% | -4.2% | -6.9% | -10.1% |
| YTD | -23.7% | +4.0% | -27.7% | -24.7% |
| 1Y | -69.4% | +25.5% | -94.9% | -71.2% |
| 3Y | +82.6% | +125.1% | -42.5% | +48.6% |
| All | +7.5% | +205.7% | -198.2% | -12.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling