+1,157.2%
URI vs UTHR
+308.5%
+848.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.6% | 0.0% |
| 7D | +2.5% | -2.9% | +5.4% | +3.2% |
| 30D | -12.5% | -7.6% | -5.0% | -10.9% |
| 3M | -6.2% | -8.6% | +2.4% | -4.4% |
| 6M | +25.9% | +4.1% | +21.7% | +23.5% |
| YTD | +26.2% | +2.2% | +24.0% | +23.7% |
| 1Y | +5.5% | +26.2% | -20.7% | -2.8% |
| 3Y | +125.0% | +121.2% | +3.8% | +67.1% |
| 5Y | +210.4% | +136.5% | +73.9% | +117.3% |
| 10Y | +1,157.2% | +300.1% | +857.1% | +489.7% |
| All | +1,157.2% | +308.5% | +848.7% | +489.7% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling