+299.0%
UTHR vs BG
+166.7%
+132.4%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -1.0% |
| 7D | +1.9% | +3.1% | -1.2% | +1.4% |
| 30D | -2.9% | +10.2% | -13.1% | -4.6% |
| 3M | -8.9% | -1.7% | -7.2% | -8.8% |
| 6M | -8.7% | +1.0% | -9.7% | -9.5% |
| YTD | +2.0% | +39.9% | -37.9% | -5.1% |
| 1Y | +22.8% | +53.2% | -30.4% | +11.9% |
| 3Y | +120.6% | +16.3% | +104.4% | +110.4% |
| 5Y | +136.4% | +83.9% | +52.6% | +96.2% |
| All | +299.0% | +166.7% | +132.4% | +177.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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