+1,744.2%
TER vs UTHR
+308.5%
+1,435.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.1% | +2.1% | +3.6% |
| 7D | +11.0% | -2.9% | +13.8% | +11.8% |
| 30D | -1.9% | -7.6% | +5.7% | +0.1% |
| 3M | -0.7% | -8.6% | +7.9% | +1.3% |
| 6M | +36.4% | +4.1% | +32.2% | +33.5% |
| YTD | +92.4% | +2.2% | +90.2% | +89.2% |
| 1Y | +213.5% | +26.2% | +187.3% | +190.8% |
| 3Y | +277.2% | +121.2% | +156.0% | +184.8% |
| 5Y | +219.1% | +136.5% | +82.6% | +128.8% |
| 10Y | +1,744.2% | +300.1% | +1,444.1% | +893.9% |
| All | +1,744.2% | +308.5% | +1,435.7% | +893.9% |
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