+25.3%
USB vs UTHR
+202.6%
-177.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.2% | +0.7% | +1.7% |
| 7D | +2.4% | +3.8% | -1.4% | +1.9% |
| 30D | +6.6% | +13.4% | -6.9% | +4.6% |
| 3M | -4.1% | +17.3% | -21.4% | -6.6% |
| 6M | +12.5% | +4.7% | +7.8% | +11.5% |
| YTD | +17.6% | +24.9% | -7.2% | +12.7% |
| 1Y | +36.5% | +39.1% | -2.6% | +28.4% |
| 3Y | +95.4% | +171.1% | -75.7% | +53.7% |
| All | +25.3% | +202.6% | -177.3% | -5.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling