-53.7%
SMR vs UTHR
+256.6%
-310.3%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -3.0% | -3.2% |
| 7D | -8.3% | +5.2% | -13.5% | -9.5% |
| 30D | -20.1% | +9.5% | -29.5% | -21.7% |
| 3M | -52.7% | +17.9% | -70.6% | -54.6% |
| 6M | -61.0% | +2.0% | -63.0% | -61.3% |
| YTD | -67.1% | +21.3% | -88.4% | -68.8% |
| 1Y | -79.9% | +27.9% | -107.7% | -81.2% |
| 3Y | +101.7% | +162.3% | -60.6% | +56.7% |
| All | -53.7% | +256.6% | -310.3% | -63.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling