+311.1%
SPY vs UTHR
+362.9%
-51.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +1.1% |
| 7D | -0.9% | -2.1% | +1.2% | -0.6% |
| 30D | -2.4% | +8.3% | -10.6% | -3.6% |
| 3M | -1.2% | +15.5% | -16.7% | -3.7% |
| 6M | +3.3% | +4.5% | -1.2% | +2.2% |
| YTD | +12.3% | +22.2% | -10.0% | +7.7% |
| 1Y | +12.4% | +29.7% | -17.3% | +6.7% |
| 3Y | +78.8% | +167.3% | -88.5% | +43.7% |
| 5Y | +75.2% | +196.5% | -121.3% | +35.1% |
| 10Y | +311.1% | +369.0% | -57.9% | +166.1% |
| All | +311.1% | +362.9% | -51.8% | +166.1% |
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