+139.6%
UTHR vs BG
+88.4%
+51.3%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.6% |
| 7D | +2.8% | +3.7% | -0.9% | +2.5% |
| 30D | -2.3% | +12.3% | -14.6% | -3.0% |
| 3M | -7.4% | -2.2% | -5.2% | -7.3% |
| 6M | -6.0% | +5.3% | -11.3% | -6.5% |
| YTD | +3.4% | +42.4% | -39.0% | +0.3% |
| 1Y | +27.1% | +55.2% | -28.1% | +22.2% |
| 3Y | +123.8% | +21.0% | +102.8% | +119.6% |
| 5Y | +139.6% | +87.1% | +52.5% | +127.9% |
| All | +139.6% | +88.4% | +51.3% | +127.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling