+13.5%
U vs UTHR
+123.2%
-109.7%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.1% | +0.5% | +2.3% |
| 7D | +4.5% | -2.9% | +7.3% | +4.9% |
| 30D | -0.6% | -7.6% | +7.0% | +0.4% |
| 3M | +48.4% | -8.6% | +57.0% | +50.1% |
| 6M | +115.4% | +4.1% | +111.2% | +113.5% |
| YTD | -3.2% | +2.2% | -5.4% | -4.2% |
| 1Y | -6.0% | +26.2% | -32.2% | -10.0% |
| 3Y | +13.5% | +121.2% | -107.7% | -5.9% |
| All | +13.5% | +123.2% | -109.7% | -5.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling