+461.8%
STM vs UTHR
+366.4%
+95.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | +16.3% | +4.9% | +11.4% | +15.0% |
| 30D | -6.3% | +9.2% | -15.5% | -8.1% |
| 3M | -14.1% | +15.9% | -30.0% | -17.5% |
| 6M | -19.6% | +2.0% | -21.6% | -20.4% |
| YTD | +80.1% | +21.8% | +58.4% | +69.1% |
| 1Y | +95.4% | +28.6% | +66.8% | +80.7% |
| 3Y | +14.7% | +166.2% | -151.6% | -18.1% |
| 5Y | -5.4% | +191.8% | -197.2% | -36.5% |
| All | +461.8% | +366.4% | +95.4% | +193.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling