-53.4%
TE vs UTHR
+476.2%
-529.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.6% | -6.1% | -6.6% |
| 7D | +0.9% | +2.8% | -1.9% | +0.2% |
| 30D | -16.3% | -2.3% | -14.0% | -15.7% |
| 3M | -40.8% | -7.4% | -33.4% | -39.7% |
| 6M | -42.6% | -6.0% | -36.6% | -42.2% |
| YTD | -31.4% | +3.4% | -34.8% | -32.9% |
| 1Y | +144.9% | +27.1% | +117.8% | +124.8% |
| 3Y | -26.0% | +123.8% | -149.8% | -41.2% |
| 5Y | -48.5% | +139.6% | -188.1% | -60.0% |
| All | -53.4% | +476.2% | -529.5% | -65.2% |
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