+31.5%
UL vs UTHR
+193.6%
-162.1%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +3.9% |
| 3M | +5.5% | +15.5% | -10.1% | +4.3% |
| 6M | +17.0% | +4.5% | +12.5% | +16.5% |
| YTD | +3.2% | +22.2% | -19.1% | +1.5% |
| 1Y | -1.9% | +29.7% | -31.6% | -3.9% |
| 3Y | +33.6% | +167.3% | -133.8% | +20.5% |
| 5Y | +31.5% | +196.5% | -165.0% | +14.7% |
| All | +31.5% | +193.6% | -162.1% | +14.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling