+655.9%
STM vs UTHR
+313.7%
+342.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.9% | +1.9% |
| 7D | -1.4% | +1.9% | -3.3% | -1.9% |
| 30D | -4.9% | -2.9% | -2.1% | -4.4% |
| 3M | -34.0% | -8.9% | -25.1% | -32.7% |
| 6M | +51.8% | -8.7% | +60.6% | +54.2% |
| YTD | +99.4% | +2.0% | +97.3% | +95.9% |
| 1Y | +99.1% | +22.8% | +76.3% | +85.4% |
| 3Y | +19.5% | +120.6% | -101.2% | -10.8% |
| 5Y | +19.5% | +136.4% | -116.9% | -15.5% |
| All | +655.9% | +313.7% | +342.1% | +277.5% |
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