+32.8%
SNOW vs UTHR
+360.6%
-327.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.5% | -4.9% | -5.4% |
| 7D | +2.8% | -5.4% | +8.2% | +3.4% |
| 30D | +6.4% | -6.0% | +12.5% | +7.1% |
| 3M | +38.1% | -11.0% | +49.1% | +39.6% |
| 6M | +100.4% | -0.5% | +100.9% | +99.0% |
| YTD | +53.7% | +0.1% | +53.6% | +52.3% |
| 1Y | +52.0% | +28.2% | +23.8% | +45.8% |
| 3Y | +114.7% | +113.8% | +0.8% | +89.2% |
| 5Y | +8.8% | +131.3% | -122.5% | -7.3% |
| All | +32.8% | +360.6% | -327.8% | -13.8% |
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