+168.9%
STLA vs UTHR
+1,053.0%
-884.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.2% | -4.7% | -3.8% |
| 7D | -11.6% | -2.1% | -9.5% | -11.3% |
| 30D | -6.2% | +8.3% | -14.4% | -7.7% |
| 3M | -24.6% | +15.5% | -40.1% | -26.9% |
| 6M | -44.9% | +4.5% | -49.4% | -45.6% |
| YTD | -62.3% | +22.2% | -84.5% | -64.2% |
| 1Y | -61.8% | +29.7% | -91.5% | -64.2% |
| 3Y | -75.3% | +167.3% | -242.6% | -80.7% |
| 5Y | -72.5% | +196.5% | -269.0% | -79.3% |
| 10Y | +0.8% | +369.0% | -368.3% | -34.5% |
| All | +168.9% | +1,053.0% | -884.1% | +55.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling