-90.5%
SNAP vs UTHR
+190.6%
-281.1%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.1% | +0.8% |
| 7D | +6.0% | +5.2% | +0.9% | +4.8% |
| 30D | -13.8% | +9.5% | -23.2% | -15.2% |
| 3M | -0.8% | +17.9% | -18.7% | -4.2% |
| 6M | -6.2% | +2.0% | -8.2% | -6.7% |
| YTD | -34.8% | +21.3% | -56.1% | -38.2% |
| 1Y | -38.7% | +27.9% | -66.6% | -42.7% |
| 3Y | -53.5% | +162.3% | -215.8% | -65.5% |
| All | -90.5% | +190.6% | -281.1% | -93.0% |
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 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