+59.1%
T vs UTHR
+357.5%
-298.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.4% | +0.5% |
| 7D | +2.6% | -2.1% | +4.7% | +2.8% |
| 30D | -1.1% | +7.2% | -8.3% | -1.9% |
| 3M | -7.7% | +11.1% | -18.9% | -9.0% |
| 6M | -10.6% | +4.2% | -14.8% | -11.3% |
| YTD | -7.5% | +20.8% | -28.3% | -10.2% |
| 1Y | -7.4% | +29.7% | -37.1% | -11.0% |
| 3Y | +63.1% | +164.1% | -101.1% | +36.7% |
| 5Y | +55.2% | +190.7% | -135.5% | +26.4% |
| All | +59.1% | +357.5% | -298.4% | +13.2% |
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