+73.1%
SPYM vs UTHR
+190.6%
-117.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.4% |
| 7D | +2.6% | +5.2% | -2.6% | +2.1% |
| 30D | -2.0% | +9.5% | -11.5% | -2.8% |
| 3M | -2.8% | +17.9% | -20.7% | -4.4% |
| 6M | +2.2% | +2.0% | +0.1% | +1.9% |
| YTD | +11.5% | +21.3% | -9.8% | +8.9% |
| 1Y | +13.5% | +27.9% | -14.4% | +10.2% |
| 3Y | +78.0% | +162.3% | -84.3% | +54.3% |
| All | +73.1% | +190.6% | -117.5% | +44.2% |
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