+219.1%
T vs UTHR
+8,724.6%
-8,505.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.2% | +0.3% | +1.4% |
| 7D | +2.0% | -2.1% | +4.1% | +2.1% |
| 30D | -1.0% | +8.3% | -9.3% | -1.6% |
| 3M | -8.1% | +15.5% | -23.7% | -9.3% |
| 6M | -8.3% | +4.5% | -12.8% | -8.8% |
| YTD | -6.1% | +22.2% | -28.4% | -8.0% |
| 1Y | -7.4% | +29.7% | -37.1% | -9.6% |
| 3Y | +65.4% | +167.3% | -101.9% | +50.6% |
| 5Y | +57.6% | +196.5% | -138.8% | +41.7% |
| 10Y | +61.4% | +369.0% | -307.6% | +37.5% |
| All | +219.1% | +8,724.6% | -8,505.5% | +124.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling