+323.8%
SN vs UTHR
+103.1%
+220.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.1% | -1.1% | +0.7% |
| 7D | +0.1% | -2.9% | +3.0% | +0.5% |
| 30D | -5.6% | -7.6% | +2.0% | -4.6% |
| 3M | +48.1% | -8.6% | +56.6% | +49.9% |
| 6M | +57.6% | +4.1% | +53.5% | +55.7% |
| YTD | +56.5% | +2.2% | +54.3% | +54.9% |
| 1Y | +52.6% | +26.2% | +26.4% | +45.3% |
| 3Y | +412.0% | +121.2% | +290.8% | +271.6% |
| All | +323.8% | +103.1% | +220.6% | +264.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling