+108.7%
USB vs UTHR
+295.8%
-187.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.3% | -0.1% |
| 7D | +1.4% | -5.4% | +6.8% | +2.6% |
| 30D | -1.3% | -6.0% | +4.7% | -0.1% |
| 3M | +15.2% | -11.0% | +26.2% | +17.9% |
| 6M | +18.8% | -0.5% | +19.4% | +18.1% |
| YTD | +21.0% | +0.1% | +20.9% | +19.7% |
| 1Y | +34.0% | +28.2% | +5.9% | +24.8% |
| 3Y | +95.3% | +113.8% | -18.5% | +54.2% |
| 5Y | +40.4% | +131.3% | -90.9% | +6.3% |
| All | +108.7% | +295.8% | -187.1% | +21.4% |
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