-18.3%
UDR vs UTHR
+140.2%
-158.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.8% | -3.7% | -2.1% |
| 7D | -3.3% | +3.0% | -6.3% | -3.5% |
| 30D | -5.6% | -4.3% | -1.3% | -5.3% |
| 3M | -9.4% | -8.4% | -1.0% | -8.7% |
| 6M | -3.0% | -4.2% | +1.3% | -2.8% |
| YTD | -0.4% | +4.0% | -4.4% | -1.2% |
| 1Y | -5.1% | +25.5% | -30.7% | -7.8% |
| 3Y | +4.2% | +125.1% | -120.9% | -9.9% |
| All | -18.3% | +140.2% | -158.4% | -32.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling