+23.9%
UL vs UTHR
+123.2%
-99.3%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.2% | -1.1% |
| 7D | -1.3% | -2.9% | +1.6% | -1.2% |
| 30D | +0.9% | -7.6% | +8.5% | +1.3% |
| 3M | +14.2% | -8.6% | +22.8% | +14.8% |
| 6M | -3.2% | +4.1% | -7.3% | -3.3% |
| YTD | -0.3% | +2.2% | -2.5% | -0.4% |
| 1Y | -8.8% | +26.2% | -35.0% | -9.9% |
| 3Y | +23.9% | +121.2% | -97.3% | +17.1% |
| All | +23.9% | +123.2% | -99.3% | +17.1% |
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 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