+17.6%
SNOW vs UTHR
+460.5%
-442.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.8% |
| 7D | +10.8% | +4.9% | +5.9% | +10.2% |
| 30D | -16.5% | +9.2% | -25.7% | -17.3% |
| 3M | -10.1% | +15.9% | -26.0% | -11.6% |
| 6M | +96.5% | +2.0% | +94.6% | +95.7% |
| YTD | +36.2% | +21.8% | +14.4% | +32.1% |
| 1Y | +10.7% | +28.6% | -17.8% | +6.6% |
| 3Y | +86.2% | +166.2% | -80.0% | +60.1% |
| 5Y | -22.7% | +191.8% | -214.5% | -35.9% |
| All | +17.6% | +460.5% | -442.8% | -25.2% |
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