+8,690.6%
UTHR vs SNY
+241.9%
+8,448.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.5% | -1.4% |
| 7D | +1.9% | -3.3% | +5.3% | +3.1% |
| 30D | -2.9% | -2.2% | -0.7% | -2.2% |
| 3M | -8.9% | -3.0% | -5.8% | -8.2% |
| 6M | -8.7% | +2.7% | -11.5% | -10.0% |
| YTD | +2.0% | -6.8% | +8.9% | +3.8% |
| 1Y | +22.8% | -5.3% | +28.1% | +23.9% |
| 3Y | +120.6% | -9.8% | +130.4% | +121.4% |
| 5Y | +136.4% | +9.7% | +126.8% | +118.6% |
| 10Y | +314.4% | +64.5% | +249.9% | +227.3% |
| All | +8,690.6% | +241.9% | +8,448.7% | +4,963.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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