+6,954.6%
TDY vs UTHR
+2,644.2%
+4,310.4%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.8% | -3.4% | -1.9% |
| 7D | -1.8% | +3.0% | -4.8% | -2.3% |
| 30D | -13.8% | -4.3% | -9.5% | -13.2% |
| 3M | -3.9% | -8.4% | +4.5% | -2.6% |
| 6M | -9.0% | -4.2% | -4.8% | -8.7% |
| YTD | +16.5% | +4.0% | +12.5% | +14.9% |
| 1Y | +9.3% | +25.5% | -16.2% | +4.1% |
| 3Y | +45.1% | +125.1% | -80.0% | +21.6% |
| 5Y | +35.0% | +140.3% | -105.3% | +10.2% |
| 10Y | +469.0% | +322.5% | +146.5% | +304.9% |
| All | +6,954.6% | +2,644.2% | +4,310.4% | +3,438.8% |
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