+994.9%
UTHR vs BTG
+385.9%
+609.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.1% | +1.7% |
| 7D | +3.0% | +2.4% | +0.6% | +2.9% |
| 30D | -4.3% | +9.5% | -13.8% | -4.8% |
| 3M | -8.4% | +38.5% | -46.9% | -10.0% |
| 6M | -4.2% | +5.6% | -9.9% | -4.9% |
| YTD | +4.0% | +23.9% | -19.9% | +2.2% |
| 1Y | +25.5% | +32.1% | -6.6% | +22.7% |
| 3Y | +125.1% | +103.2% | +21.9% | +114.2% |
| 5Y | +140.3% | +79.7% | +60.6% | +128.7% |
| 10Y | +322.5% | +159.1% | +163.4% | +287.1% |
| All | +994.9% | +385.9% | +609.0% | +744.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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