+33.9%
UL vs UTHR
+168.1%
-134.2%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.2% | -1.1% |
| 7D | -1.7% | -2.1% | +0.4% | -1.6% |
| 30D | +4.5% | +8.3% | -3.8% | +4.1% |
| 3M | +5.5% | +15.5% | -10.1% | +4.6% |
| 6M | +17.0% | +4.5% | +12.5% | +16.7% |
| YTD | +3.2% | +22.2% | -19.1% | +2.1% |
| 1Y | -1.9% | +29.7% | -31.6% | -3.2% |
| All | +33.9% | +168.1% | -134.2% | +23.2% |
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 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