+422.5%
STM vs UTHR
+363.8%
+58.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.6% | +3.1% | +5.9% |
| 7D | -5.6% | -2.3% | -3.3% | -4.9% |
| 30D | -14.4% | +6.1% | -20.5% | -15.6% |
| 3M | -20.5% | +8.1% | -28.6% | -22.3% |
| 6M | -24.5% | +3.1% | -27.6% | -25.5% |
| YTD | +72.7% | +19.5% | +53.1% | +62.8% |
| 1Y | +91.0% | +29.7% | +61.3% | +76.2% |
| 3Y | +13.5% | +162.7% | -149.2% | -18.6% |
| 5Y | -9.2% | +192.8% | -202.0% | -39.2% |
| 10Y | +422.5% | +348.1% | +74.4% | +173.3% |
| All | +422.5% | +363.8% | +58.8% | +173.3% |
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 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