+253.9%
UMC vs UTHR
+124.0%
+129.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.5% |
| 7D | +11.4% | +2.8% | +8.6% | +11.3% |
| 30D | +16.8% | -2.3% | +19.0% | +16.8% |
| 3M | +19.1% | -7.4% | +26.5% | +19.2% |
| 6M | +137.4% | -6.0% | +143.4% | +137.7% |
| YTD | +186.4% | +3.4% | +183.0% | +186.1% |
| 1Y | +229.1% | +27.1% | +202.0% | +227.3% |
| All | +253.9% | +124.0% | +129.9% | +250.9% |
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