+116.7%
TRMB vs UTHR
+313.7%
-197.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.8% | +1.7% |
| 7D | -3.0% | +1.9% | -5.0% | -3.5% |
| 30D | +2.3% | -2.9% | +5.2% | +2.9% |
| 3M | +15.3% | -8.9% | +24.2% | +17.5% |
| 6M | -14.7% | -8.7% | -6.0% | -13.4% |
| YTD | -26.4% | +2.0% | -28.4% | -27.5% |
| 1Y | -30.4% | +22.8% | -53.2% | -34.6% |
| 3Y | +13.5% | +120.6% | -107.1% | -12.2% |
| 5Y | -38.6% | +136.4% | -175.0% | -54.9% |
| All | +116.7% | +313.7% | -197.0% | +19.5% |
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