+442.3%
USB vs UTHR
+8,281.0%
-7,838.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -7.0% | +4.9% | -1.3% |
| 7D | -1.5% | -4.7% | +3.2% | -0.9% |
| 30D | +4.3% | +4.4% | -0.2% | +3.7% |
| 3M | -6.1% | +9.0% | -15.1% | -7.3% |
| 6M | +9.4% | -1.1% | +10.5% | +9.2% |
| YTD | +15.2% | +16.1% | -0.9% | +12.4% |
| 1Y | +32.8% | +26.4% | +6.3% | +28.2% |
| 3Y | +91.3% | +152.1% | -60.8% | +67.4% |
| 5Y | +22.7% | +179.6% | -157.0% | +5.4% |
| 10Y | +97.0% | +395.6% | -298.6% | +55.5% |
| All | +442.3% | +8,281.0% | -7,838.7% | +276.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling