+64.4%
UL vs UTHR
+313.7%
-249.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +2.0% | +0.8% |
| 7D | -3.4% | +1.9% | -5.3% | -3.6% |
| 30D | +0.5% | -2.9% | +3.3% | +0.7% |
| 3M | +7.2% | -8.9% | +16.1% | +8.1% |
| 6M | -3.1% | -8.7% | +5.7% | -2.4% |
| YTD | -2.7% | +2.0% | -4.7% | -3.2% |
| 1Y | -10.2% | +22.8% | -33.0% | -12.3% |
| 3Y | +20.3% | +120.6% | -100.4% | +9.0% |
| 5Y | +19.9% | +136.4% | -116.5% | +6.7% |
| All | +64.4% | +313.7% | -249.3% | +29.2% |
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