-16.3%
SOUN vs UTHR
+181.8%
-198.1%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.5% | -2.9% |
| 7D | -6.8% | +2.8% | -9.6% | -7.6% |
| 30D | -15.2% | -2.3% | -13.0% | -14.8% |
| 3M | -7.0% | -7.4% | +0.4% | -5.0% |
| 6M | -20.5% | -6.0% | -14.5% | -19.6% |
| YTD | -37.0% | +3.4% | -40.4% | -38.6% |
| 1Y | -55.3% | +27.1% | -82.4% | -59.3% |
| 3Y | +173.0% | +123.8% | +49.2% | +95.7% |
| All | -16.3% | +181.8% | -198.1% | -65.9% |
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