+146.3%
UTHR vs BAM
+85.9%
+60.4%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.7% |
| 7D | -6.1% | +9.7% | -15.8% | -6.8% |
| 30D | +3.1% | +19.0% | -15.9% | +1.7% |
| 3M | +5.5% | +0.6% | +4.9% | +5.3% |
| 6M | -5.8% | +11.1% | -16.9% | -6.9% |
| YTD | +15.3% | +4.2% | +11.2% | +14.4% |
| 1Y | +23.8% | +3.3% | +20.5% | +22.8% |
| 3Y | +146.3% | +88.8% | +57.5% | +135.9% |
| All | +146.3% | +85.9% | +60.4% | +135.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling