+293.8%
TRV vs UTHR
+319.3%
-25.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.6% |
| 7D | -1.5% | +2.8% | -4.3% | -1.9% |
| 30D | -1.8% | -2.3% | +0.4% | -1.5% |
| 3M | +21.6% | -7.4% | +29.0% | +23.1% |
| 6M | +22.5% | -6.0% | +28.4% | +23.4% |
| YTD | +28.1% | +3.4% | +24.7% | +26.6% |
| 1Y | +37.0% | +27.1% | +10.0% | +30.2% |
| 3Y | +141.9% | +123.8% | +18.1% | +100.6% |
| 5Y | +158.5% | +139.6% | +18.9% | +107.6% |
| All | +293.8% | +319.3% | -25.5% | +155.5% |
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