+102.2%
SNOW vs UTHR
+123.2%
-21.0%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.6% | -0.6% |
| 7D | +4.9% | -2.9% | +7.8% | +5.1% |
| 30D | +1.5% | -7.6% | +9.1% | +2.0% |
| 3M | +39.5% | -8.6% | +48.1% | +40.2% |
| 6M | +85.9% | +4.1% | +81.8% | +83.7% |
| YTD | +52.9% | +2.2% | +50.7% | +51.2% |
| 1Y | +48.1% | +26.2% | +21.9% | +43.4% |
| 3Y | +102.2% | +121.2% | -19.0% | +87.6% |
| All | +102.2% | +123.2% | -21.0% | +87.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling