+120.6%
UTHR vs BG
+18.0%
+102.6%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -1.3% |
| 7D | +1.9% | +3.1% | -1.2% | +1.8% |
| 30D | -2.9% | +10.2% | -13.1% | -3.2% |
| 3M | -8.9% | -1.7% | -7.2% | -8.7% |
| 6M | -8.7% | +1.0% | -9.7% | -8.9% |
| YTD | +2.0% | +39.9% | -37.9% | -0.3% |
| 1Y | +22.8% | +53.2% | -30.4% | +19.3% |
| 3Y | +120.6% | +16.3% | +104.4% | +113.0% |
| All | +120.6% | +18.0% | +102.6% | +113.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling