+263.8%
STLA vs UTHR
+843.9%
-580.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.4% |
| 7D | +2.6% | -5.4% | +8.0% | +3.7% |
| 30D | -1.2% | -6.0% | +4.8% | -0.1% |
| 3M | -24.8% | -11.0% | -13.8% | -23.1% |
| 6M | -25.6% | -0.5% | -25.0% | -25.9% |
| YTD | -48.9% | +0.1% | -49.0% | -49.5% |
| 1Y | -38.8% | +28.2% | -66.9% | -42.5% |
| 3Y | -64.5% | +113.8% | -178.4% | -70.9% |
| 5Y | -62.4% | +131.3% | -193.7% | -70.2% |
| 10Y | +55.4% | +296.7% | -241.3% | +4.7% |
| All | +263.8% | +843.9% | -580.1% | +119.3% |
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 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