+260.9%
UMC vs UTHR
+1,202.9%
-942.0%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.1% | +2.9% | +4.6% |
| 7D | +6.6% | -2.9% | +9.5% | +7.2% |
| 30D | +16.6% | -7.6% | +24.1% | +18.2% |
| 3M | +11.0% | -8.6% | +19.6% | +12.7% |
| 6M | +131.3% | +4.1% | +127.1% | +128.1% |
| YTD | +182.5% | +2.2% | +180.3% | +179.0% |
| 1Y | +222.3% | +26.2% | +196.1% | +204.4% |
| 3Y | +253.0% | +121.2% | +131.8% | +188.2% |
| 5Y | +141.8% | +136.5% | +5.3% | +91.5% |
| 10Y | +1,772.2% | +300.1% | +1,472.1% | +1,164.8% |
| All | +260.9% | +1,202.9% | -942.0% | +16.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling