+304.4%
UTHR vs SPY
+318.9%
-14.4%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.2% |
| 7D | +2.8% | -2.0% | +4.8% | +4.0% |
| 30D | -2.3% | -1.7% | -0.6% | -1.3% |
| 3M | -7.4% | +4.7% | -12.1% | -10.2% |
| 6M | -6.0% | +12.5% | -18.5% | -13.0% |
| YTD | +3.4% | +11.7% | -8.3% | -3.8% |
| 1Y | +27.1% | +17.5% | +9.6% | +14.3% |
| 3Y | +123.8% | +76.6% | +47.2% | +52.2% |
| 5Y | +139.6% | +82.0% | +57.6% | +57.3% |
| All | +304.4% | +318.9% | -14.4% | +17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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