+72.9%
SPY vs UTHR
+190.1%
-117.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.4% | -0.5% |
| 7D | -0.6% | -2.1% | +1.5% | -0.4% |
| 30D | -3.7% | +7.2% | -10.9% | -4.3% |
| 3M | -2.7% | +11.1% | -13.9% | -3.8% |
| 6M | +2.2% | +4.2% | -2.0% | +1.6% |
| YTD | +10.8% | +20.8% | -10.0% | +8.2% |
| 1Y | +11.2% | +29.7% | -18.4% | +7.8% |
| 3Y | +76.5% | +164.1% | -87.7% | +52.3% |
| All | +72.9% | +190.1% | -117.2% | +43.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling