+41.0%
TDY vs UTHR
+135.8%
-94.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.6% | +1.3% |
| 7D | -1.1% | +1.9% | -3.1% | -1.3% |
| 30D | -12.0% | -2.9% | -9.2% | -11.9% |
| 3M | -3.2% | -8.9% | +5.7% | -2.5% |
| 6M | -7.9% | -8.7% | +0.9% | -7.3% |
| YTD | +18.2% | +2.0% | +16.2% | +17.7% |
| 1Y | +6.7% | +22.8% | -16.1% | +4.2% |
| 3Y | +47.5% | +120.6% | -73.1% | +32.2% |
| All | +41.0% | +135.8% | -94.8% | +23.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling