+228.4%
UNH vs UTHR
+313.7%
-85.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.3% | -1.0% | -2.1% |
| 7D | -4.5% | +1.9% | -6.5% | -4.9% |
| 30D | -6.5% | -2.9% | -3.7% | -6.1% |
| 3M | -6.0% | -8.9% | +2.9% | -4.6% |
| 6M | +33.7% | -8.7% | +42.4% | +35.4% |
| YTD | +16.4% | +2.0% | +14.4% | +15.2% |
| 1Y | +10.1% | +22.8% | -12.7% | +5.1% |
| 3Y | -16.3% | +120.6% | -136.9% | -31.4% |
| 5Y | +2.1% | +136.4% | -134.3% | -18.9% |
| All | +228.4% | +313.7% | -85.3% | +111.2% |
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 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