+264.0%
T vs UTHR
+7,123.9%
-6,859.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.9% |
| 7D | -1.3% | -5.4% | +4.1% | -0.9% |
| 30D | +11.4% | -6.0% | +17.4% | +11.8% |
| 3M | +14.3% | -11.0% | +25.3% | +15.2% |
| 6M | -9.3% | -0.5% | -8.7% | -9.5% |
| YTD | +7.1% | +0.1% | +7.0% | +6.7% |
| 1Y | -9.1% | +28.2% | -37.3% | -11.3% |
| 3Y | +105.3% | +113.8% | -8.5% | +90.3% |
| 5Y | +66.8% | +131.3% | -64.5% | +52.9% |
| 10Y | +66.8% | +296.7% | -229.9% | +44.1% |
| All | +264.0% | +7,123.9% | -6,859.9% | +160.5% |
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 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