+439.5%
SN vs UTHR
+129.3%
+310.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.7% | +3.3% | +2.8% |
| 7D | +7.2% | -6.1% | +13.3% | +8.1% |
| 30D | +20.4% | +3.1% | +17.3% | +19.9% |
| 3M | +23.9% | +5.5% | +18.5% | +22.8% |
| 6M | +93.0% | -5.8% | +98.9% | +94.5% |
| YTD | +99.2% | +15.3% | +83.9% | +93.6% |
| 1Y | +142.6% | +23.8% | +118.8% | +132.9% |
| 3Y | +398.8% | +146.3% | +252.5% | +263.9% |
| All | +439.5% | +129.3% | +310.2% | +355.1% |
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