+75.4%
SOUN vs UTHR
+166.1%
-90.7%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -3.0% |
| 7D | -15.1% | +5.2% | -20.3% | -16.1% |
| 30D | -23.0% | +9.5% | -32.4% | -24.6% |
| 3M | -53.3% | +17.9% | -71.3% | -55.2% |
| 6M | -58.6% | +2.0% | -60.6% | -58.9% |
| YTD | -65.0% | +21.3% | -86.3% | -67.0% |
| 1Y | -71.4% | +27.9% | -99.3% | -73.4% |
| 3Y | +75.4% | +162.3% | -87.0% | +80.5% |
| All | +75.4% | +166.1% | -90.7% | +80.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling