+189.2%
TECH vs UTHR
+366.4%
-177.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.1% |
| 7D | +0.2% | +4.9% | -4.6% | -0.8% |
| 30D | +0.5% | +9.2% | -8.7% | -1.6% |
| 3M | +1.0% | +15.9% | -15.0% | -2.8% |
| 6M | +54.1% | +2.0% | +52.1% | +52.4% |
| YTD | +24.4% | +21.8% | +2.6% | +16.7% |
| 1Y | +19.3% | +28.6% | -9.2% | +10.4% |
| 3Y | +28.5% | +166.2% | -137.7% | -4.9% |
| 5Y | -41.0% | +191.8% | -232.7% | -58.2% |
| All | +189.2% | +366.4% | -177.2% | +67.3% |
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