+32.8%
SMTC vs UTHR
+195.4%
-162.6%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.4% | -4.2% | -4.6% |
| 7D | +30.5% | +4.9% | +25.6% | +29.6% |
| 30D | -30.9% | +9.2% | -40.1% | -31.6% |
| 3M | -14.7% | +15.9% | -30.6% | -16.6% |
| 6M | -9.6% | +2.0% | -11.6% | -9.9% |
| YTD | +62.1% | +21.8% | +40.3% | +56.4% |
| 1Y | +66.6% | +28.6% | +38.0% | +59.2% |
| 3Y | +718.1% | +166.2% | +551.8% | +568.6% |
| 5Y | +32.8% | +191.8% | -159.0% | +3.4% |
| All | +32.8% | +195.4% | -162.6% | +3.4% |
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