-37.8%
U vs UTHR
+371.9%
-409.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.3% | -0.8% |
| 7D | +4.4% | +3.0% | +1.4% | +3.9% |
| 30D | -1.3% | -4.3% | +3.0% | -0.7% |
| 3M | +49.6% | -8.4% | +58.0% | +51.5% |
| 6M | +100.2% | -4.2% | +104.4% | +100.9% |
| YTD | -3.7% | +4.0% | -7.7% | -5.0% |
| 1Y | -6.5% | +25.5% | -32.0% | -10.9% |
| 3Y | +12.9% | +125.1% | -112.2% | -5.6% |
| 5Y | -68.3% | +140.3% | -208.6% | -74.4% |
| All | -37.8% | +371.9% | -409.7% | -44.0% |
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