-79.7%
SNAP vs UTHR
+278.7%
-358.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -2.3% |
| 7D | -7.1% | -6.1% | -1.0% | -4.9% |
| 30D | -14.6% | +3.1% | -17.8% | -15.2% |
| 3M | -5.0% | +5.5% | -10.4% | -6.8% |
| 6M | -18.8% | -5.8% | -13.0% | -17.5% |
| YTD | -38.5% | +15.3% | -53.9% | -42.4% |
| 1Y | -38.1% | +23.8% | -61.9% | -43.5% |
| 3Y | -53.8% | +146.3% | -200.1% | -69.2% |
| 5Y | -90.7% | +177.8% | -268.5% | -94.3% |
| All | -79.7% | +278.7% | -358.5% | -89.9% |
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