+155.9%
SO vs UTHR
+308.5%
-152.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.1% | -1.1% | +0.8% |
| 7D | +1.0% | -2.9% | +3.9% | +1.3% |
| 30D | -3.2% | -7.6% | +4.4% | -2.5% |
| 3M | -1.7% | -8.6% | +6.9% | -1.0% |
| 6M | -7.2% | +4.1% | -11.3% | -7.7% |
| YTD | +4.6% | +2.2% | +2.4% | +4.0% |
| 1Y | +1.2% | +26.2% | -25.0% | -1.5% |
| 3Y | +45.3% | +121.2% | -75.9% | +30.9% |
| 5Y | +58.7% | +136.5% | -77.8% | +41.0% |
| 10Y | +155.9% | +300.1% | -144.2% | +103.8% |
| All | +155.9% | +308.5% | -152.7% | +103.8% |
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 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