+68.4%
T vs UTHR
+310.6%
-242.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.8% | -3.5% | -2.0% |
| 7D | -3.1% | +3.0% | -6.1% | -3.4% |
| 30D | +4.6% | -4.3% | +8.9% | +5.0% |
| 3M | +12.2% | -8.4% | +20.6% | +13.3% |
| 6M | -6.5% | -4.2% | -2.2% | -6.3% |
| YTD | +4.9% | +4.0% | +0.9% | +3.7% |
| 1Y | -10.5% | +25.5% | -36.0% | -13.9% |
| 3Y | +104.6% | +125.1% | -20.5% | +74.8% |
| 5Y | +64.2% | +140.3% | -76.1% | +37.0% |
| 10Y | +68.4% | +322.5% | -254.0% | +17.7% |
| All | +68.4% | +310.6% | -242.1% | +17.7% |
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