+311.2%
TPR vs UTHR
+308.5%
+2.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.1% | -5.9% | -4.2% |
| 7D | -3.4% | -2.9% | -0.5% | -2.8% |
| 30D | -27.3% | -7.6% | -19.7% | -26.0% |
| 3M | -16.2% | -8.6% | -7.7% | -14.5% |
| 6M | -17.9% | +4.1% | -22.0% | -18.8% |
| YTD | -7.1% | +2.2% | -9.3% | -8.1% |
| 1Y | +13.6% | +26.2% | -12.6% | +6.7% |
| 3Y | +293.7% | +121.2% | +172.6% | +205.6% |
| 5Y | +239.1% | +136.5% | +102.5% | +149.0% |
| 10Y | +311.2% | +300.1% | +11.1% | +126.5% |
| All | +311.2% | +308.5% | +2.6% | +126.5% |
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