+116.1%
UTHR vs BAM
+84.8%
+31.3%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +2.9% | +1.4% |
| 7D | -2.1% | -2.9% | +0.8% | -1.8% |
| 30D | +8.3% | +14.7% | -6.4% | +7.0% |
| 3M | +15.5% | -4.1% | +19.7% | +15.9% |
| 6M | +4.5% | +9.6% | -5.1% | +3.4% |
| YTD | +22.2% | +3.4% | +18.8% | +21.3% |
| 1Y | +29.7% | +1.0% | +28.7% | +28.9% |
| 3Y | +167.3% | +88.2% | +79.1% | +148.0% |
| All | +116.1% | +84.8% | +31.3% | +102.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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