+52.2%
TEM vs UTHR
+77.3%
-25.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.8% | -6.5% | -5.3% |
| 7D | -1.1% | +3.0% | -4.1% | -2.1% |
| 30D | +11.3% | -4.3% | +15.6% | +13.0% |
| 3M | +25.5% | -8.4% | +33.9% | +29.2% |
| 6M | +17.1% | -4.2% | +21.3% | +18.1% |
| YTD | +3.8% | +4.0% | -0.2% | +0.3% |
| 1Y | -24.4% | +25.5% | -49.9% | -33.1% |
| All | +52.2% | +77.3% | -25.1% | +118.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling