+59.8%
SO vs UTHR
+133.0%
-73.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.7% |
| 7D | -0.2% | -5.4% | +5.2% | +0.3% |
| 30D | -4.6% | -6.0% | +1.5% | -4.1% |
| 3M | -3.0% | -11.0% | +7.9% | -2.2% |
| 6M | -8.3% | -0.5% | -7.7% | -8.4% |
| YTD | +3.5% | +0.1% | +3.5% | +3.2% |
| 1Y | -0.9% | +28.2% | -29.1% | -3.4% |
| 3Y | +45.4% | +113.8% | -68.5% | +29.6% |
| All | +59.8% | +133.0% | -73.2% | +38.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling