+1,340.7%
URI vs UTHR
+382.4%
+958.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.3% |
| 7D | -9.8% | -6.1% | -3.7% | -8.4% |
| 30D | +1.7% | +3.1% | -1.4% | +1.0% |
| 3M | -9.1% | +5.5% | -14.5% | -10.6% |
| 6M | +9.9% | -5.8% | +15.7% | +10.9% |
| YTD | +31.2% | +15.3% | +15.9% | +24.5% |
| 1Y | +25.9% | +23.8% | +2.1% | +17.2% |
| 3Y | +147.4% | +146.3% | +1.1% | +78.8% |
| 5Y | +179.7% | +177.8% | +1.9% | +87.0% |
| All | +1,340.7% | +382.4% | +958.3% | +511.6% |
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