+78.5%
SPY vs UTHR
+123.2%
-44.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.7% | -0.7% |
| 7D | +0.5% | -2.9% | +3.4% | +0.7% |
| 30D | -0.9% | -7.6% | +6.6% | -0.5% |
| 3M | +3.9% | -8.6% | +12.5% | +4.5% |
| 6M | +14.5% | +4.1% | +10.4% | +14.0% |
| YTD | +12.9% | +2.2% | +10.7% | +12.5% |
| 1Y | +19.4% | +26.2% | -6.8% | +17.0% |
| 3Y | +78.5% | +121.2% | -42.7% | +68.3% |
| All | +78.5% | +123.2% | -44.7% | +68.3% |
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