+499.6%
SMTC vs UTHR
+319.3%
+180.3%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | -2.8% |
| 7D | +17.5% | +2.8% | +14.7% | +16.7% |
| 30D | +21.3% | -2.3% | +23.6% | +22.0% |
| 3M | +3.1% | -7.4% | +10.5% | +5.0% |
| 6M | +81.7% | -6.0% | +87.7% | +83.4% |
| YTD | +115.9% | +3.4% | +112.5% | +111.7% |
| 1Y | +157.8% | +27.1% | +130.7% | +137.2% |
| 3Y | +557.3% | +123.8% | +433.5% | +383.8% |
| 5Y | +114.7% | +139.6% | -25.0% | +48.9% |
| All | +499.6% | +319.3% | +180.3% | +209.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling