+196.4%
SO vs UTHR
+364.7%
-168.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.2% |
| 7D | +1.4% | +5.2% | -3.8% | +0.9% |
| 30D | +4.7% | +9.5% | -4.8% | +3.8% |
| 3M | +1.7% | +17.9% | -16.2% | 0.0% |
| 6M | +2.2% | +2.0% | +0.1% | +1.8% |
| YTD | +10.0% | +21.3% | -11.4% | +7.5% |
| 1Y | +6.0% | +27.9% | -21.8% | +3.1% |
| 3Y | +54.1% | +162.3% | -108.2% | +36.4% |
| 5Y | +79.6% | +190.7% | -111.1% | +56.0% |
| All | +196.4% | +364.7% | -168.3% | +129.2% |
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 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