-53.2%
TE vs UTHR
+457.6%
-510.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.9% | +1.5% |
| 7D | -4.0% | -5.4% | +1.4% | -2.6% |
| 30D | -15.9% | -6.0% | -9.9% | -14.5% |
| 3M | -60.5% | -11.0% | -49.6% | -59.5% |
| 6M | -35.2% | -0.5% | -34.7% | -35.8% |
| YTD | -31.1% | +0.1% | -31.2% | -32.0% |
| 1Y | +148.6% | +28.2% | +120.5% | +127.4% |
| 3Y | -26.4% | +113.8% | -140.2% | -40.9% |
| 5Y | -48.0% | +131.3% | -179.3% | -59.3% |
| All | -53.2% | +457.6% | -510.7% | -64.7% |
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