-64.3%
STLA vs UTHR
+118.3%
-182.5%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.4% |
| 7D | +2.6% | -5.4% | +8.0% | +3.4% |
| 30D | -1.2% | -6.0% | +4.8% | -0.4% |
| 3M | -24.8% | -11.0% | -13.8% | -23.6% |
| 6M | -25.6% | -0.5% | -25.0% | -25.7% |
| YTD | -48.9% | +0.1% | -49.0% | -49.3% |
| 1Y | -38.8% | +28.2% | -66.9% | -41.7% |
| All | -64.3% | +118.3% | -182.5% | -70.8% |
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