-10.1%
SOUN vs UTHR
+172.8%
-182.9%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | -5.2% | -5.4% | +0.2% | -3.7% |
| 30D | +4.8% | -6.0% | +10.9% | +6.8% |
| 3M | -15.9% | -11.0% | -4.9% | -13.1% |
| 6M | -17.4% | -0.5% | -16.9% | -18.1% |
| YTD | -32.4% | +0.1% | -32.5% | -33.4% |
| 1Y | -49.3% | +28.2% | -77.4% | -54.0% |
| 3Y | +167.5% | +113.8% | +53.6% | +94.9% |
| All | -10.1% | +172.8% | -182.9% | -63.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling