+1,842.6%
UMC vs UTHR
+313.7%
+1,528.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.3% | +3.7% | +2.6% |
| 7D | +9.0% | +1.9% | +7.1% | +8.7% |
| 30D | +17.2% | -2.9% | +20.1% | +17.7% |
| 3M | +11.4% | -8.9% | +20.3% | +12.8% |
| 6M | +137.5% | -8.7% | +146.2% | +139.9% |
| YTD | +193.1% | +2.0% | +191.1% | +190.4% |
| 1Y | +240.3% | +22.8% | +217.5% | +226.6% |
| 3Y | +262.2% | +120.6% | +141.6% | +202.0% |
| 5Y | +143.1% | +136.4% | +6.7% | +95.7% |
| All | +1,842.6% | +313.7% | +1,528.9% | +1,213.0% |
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