-79.4%
SNAP vs UTHR
+292.5%
-371.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.6% | -1.8% | +0.6% |
| 7D | -7.3% | -2.3% | -5.0% | -6.3% |
| 30D | -18.9% | +6.1% | -25.0% | -20.3% |
| 3M | -5.3% | +8.1% | -13.3% | -7.9% |
| 6M | -16.9% | +3.1% | -20.0% | -18.1% |
| YTD | -37.4% | +19.5% | -57.0% | -42.1% |
| 1Y | -38.5% | +29.7% | -68.2% | -44.8% |
| 3Y | -55.1% | +162.7% | -217.8% | -70.7% |
| 5Y | -90.8% | +192.8% | -283.6% | -94.5% |
| All | -79.4% | +292.5% | -371.9% | -89.8% |
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