+8,097.0%
UTHR vs BG
+1,185.2%
+6,911.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.4% | -2.2% | +1.4% |
| 7D | -2.9% | +2.4% | -5.2% | -3.3% |
| 30D | -7.6% | +15.0% | -22.6% | -9.7% |
| 3M | -8.6% | -0.7% | -7.9% | -8.8% |
| 6M | +4.1% | +7.5% | -3.4% | +2.3% |
| YTD | +2.2% | +41.6% | -39.4% | -4.2% |
| 1Y | +26.2% | +50.7% | -24.5% | +16.8% |
| 3Y | +121.2% | +20.3% | +100.9% | +110.3% |
| 5Y | +136.5% | +85.2% | +51.3% | +104.9% |
| 10Y | +300.1% | +160.6% | +139.5% | +214.7% |
| All | +8,097.0% | +1,185.2% | +6,911.8% | +5,850.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling