+95.4%
TRMB vs UTHR
+364.7%
-269.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | -0.3% |
| 7D | +2.8% | +5.2% | -2.4% | +1.7% |
| 30D | -5.9% | +9.5% | -15.3% | -7.8% |
| 3M | -3.3% | +17.9% | -21.2% | -7.1% |
| 6M | +1.3% | +2.0% | -0.7% | +0.4% |
| YTD | -29.0% | +21.3% | -50.3% | -32.9% |
| 1Y | -27.8% | +27.9% | -55.6% | -32.6% |
| 3Y | +36.3% | +162.3% | -126.0% | +1.6% |
| 5Y | -35.8% | +190.7% | -226.6% | -55.2% |
| All | +95.4% | +364.7% | -269.3% | +6.2% |
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