+340.0%
UTHR vs BUD
-2.1%
+342.1%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.6% |
| 7D | +5.2% | +1.0% | +4.2% | +5.0% |
| 30D | +9.5% | +6.7% | +2.8% | +8.0% |
| 3M | +17.9% | +5.7% | +12.2% | +16.4% |
| 6M | +2.0% | +5.8% | -3.8% | +0.5% |
| YTD | +21.3% | +34.4% | -13.1% | +13.1% |
| 1Y | +27.9% | +33.3% | -5.4% | +19.4% |
| 3Y | +162.3% | +48.8% | +113.5% | +136.1% |
| 5Y | +190.7% | +52.5% | +138.2% | +156.6% |
| All | +340.0% | -2.1% | +342.1% | +291.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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