+119.0%
SMTC vs UTHR
+140.7%
-21.8%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | +0.5% |
| 7D | +22.5% | +3.0% | +19.5% | +21.9% |
| 30D | +24.9% | -4.3% | +29.2% | +25.7% |
| 3M | +4.1% | -8.4% | +12.4% | +5.4% |
| 6M | +92.6% | -4.2% | +96.8% | +93.1% |
| YTD | +122.5% | +4.0% | +118.5% | +119.7% |
| 1Y | +166.2% | +25.5% | +140.7% | +154.2% |
| 3Y | +577.2% | +125.1% | +452.0% | +463.8% |
| 5Y | +119.0% | +140.3% | -21.4% | +80.7% |
| All | +119.0% | +140.7% | -21.8% | +80.7% |
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 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