+454.5%
TEAM vs UTHR
+362.9%
+91.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.2% | +1.4% | +2.4% |
| 7D | -19.7% | -2.1% | -17.6% | -19.4% |
| 30D | -26.6% | +8.3% | -34.9% | -27.6% |
| 3M | -1.1% | +15.5% | -16.6% | -3.6% |
| 6M | +74.6% | +4.5% | +70.1% | +72.7% |
| YTD | -6.0% | +22.2% | -28.2% | -10.2% |
| 1Y | -3.2% | +29.7% | -33.0% | -8.7% |
| 3Y | -13.5% | +167.3% | -180.8% | -31.9% |
| 5Y | -65.5% | +196.5% | -262.0% | -73.9% |
| 10Y | +454.5% | +369.0% | +85.5% | +268.1% |
| All | +454.5% | +362.9% | +91.6% | +268.1% |
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