+54.6%
TER vs UTHR
+179.7%
-125.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.2% | +2.7% |
| 7D | -20.5% | -6.1% | -14.3% | -19.4% |
| 30D | -47.0% | +3.1% | -50.1% | -47.2% |
| 3M | -43.3% | +5.5% | -48.7% | -43.9% |
| 6M | -42.9% | -5.8% | -37.1% | -42.3% |
| YTD | +12.9% | +15.3% | -2.5% | +9.0% |
| 1Y | +18.2% | +23.8% | -5.6% | +12.5% |
| 3Y | +151.8% | +146.3% | +5.5% | +110.3% |
| All | +54.6% | +179.7% | -125.1% | +23.4% |
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 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