+29.6%
SNOW vs UTHR
+369.6%
-340.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | -0.1% |
| 7D | -2.4% | +1.9% | -4.4% | -2.6% |
| 30D | -1.0% | -2.9% | +1.9% | -0.7% |
| 3M | +36.9% | -8.9% | +45.7% | +38.1% |
| 6M | +83.4% | -8.7% | +92.1% | +84.2% |
| YTD | +50.0% | +2.0% | +48.0% | +48.3% |
| 1Y | +46.5% | +22.8% | +23.7% | +41.4% |
| 3Y | +93.3% | +120.6% | -27.3% | +69.7% |
| 5Y | +3.3% | +136.4% | -133.1% | -12.2% |
| All | +29.6% | +369.6% | -340.0% | -16.1% |
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 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