+840.2%
SMTC vs UTHR
+8,658.1%
-7,817.8%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.7% | -4.0% |
| 7D | +11.0% | +5.2% | +5.8% | +9.9% |
| 30D | -28.5% | +9.5% | -38.0% | -29.8% |
| 3M | -14.2% | +17.9% | -32.2% | -17.5% |
| 6M | -18.0% | +2.0% | -20.0% | -18.7% |
| YTD | +55.5% | +21.3% | +34.2% | +47.6% |
| 1Y | +69.5% | +27.9% | +41.7% | +59.0% |
| 3Y | +699.7% | +162.3% | +537.3% | +520.0% |
| 5Y | +27.4% | +190.7% | -163.3% | -5.1% |
| 10Y | +335.7% | +365.5% | -29.8% | +183.0% |
| All | +840.2% | +8,658.1% | -7,817.8% | +161.5% |
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