+177.6%
TECH vs UTHR
+308.5%
-130.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.3% | -0.7% |
| 7D | +0.2% | -2.9% | +3.1% | +0.8% |
| 30D | +0.1% | -7.6% | +7.7% | +1.9% |
| 3M | +37.5% | -8.6% | +46.1% | +40.0% |
| 6M | +34.6% | +4.1% | +30.4% | +31.7% |
| YTD | +23.5% | +2.2% | +21.3% | +21.0% |
| 1Y | +34.4% | +26.2% | +8.2% | +24.6% |
| 3Y | +2.3% | +121.2% | -118.9% | -20.9% |
| 5Y | -41.7% | +136.5% | -178.3% | -56.6% |
| 10Y | +177.6% | +300.1% | -122.5% | +63.4% |
| All | +177.6% | +308.5% | -130.9% | +63.4% |
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