+0.8%
UL vs UTHR
+29.3%
-28.5%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.4% | +1.1% |
| 7D | +1.1% | +5.2% | -4.1% | +0.9% |
| 30D | +4.5% | +9.5% | -5.0% | +4.1% |
| 3M | +6.5% | +17.9% | -11.5% | +5.5% |
| 6M | +18.2% | +2.0% | +16.2% | +18.6% |
| YTD | +4.7% | +21.3% | -16.6% | +5.2% |
| 1Y | +0.8% | +27.9% | -27.1% | -4.1% |
| All | +0.8% | +29.3% | -28.5% | -4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling