+1,236.0%
UDR vs UTHR
+8,658.1%
-7,422.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.2% | +0.9% |
| 7D | -0.4% | +5.2% | -5.6% | -1.0% |
| 30D | +7.8% | +9.5% | -1.7% | +6.6% |
| 3M | -2.8% | +17.9% | -20.7% | -4.8% |
| 6M | -1.4% | +2.0% | -3.4% | -1.9% |
| YTD | +3.4% | +21.3% | -17.9% | +0.4% |
| 1Y | +9.9% | +27.9% | -18.0% | +6.0% |
| 3Y | +28.5% | +162.3% | -133.8% | +11.7% |
| 5Y | -20.5% | +190.7% | -211.2% | -32.3% |
| 10Y | +54.2% | +365.5% | -311.3% | +20.8% |
| All | +1,236.0% | +8,658.1% | -7,422.0% | +682.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling