+363.5%
UTHR vs SPY
+306.4%
+57.1%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.4% | +1.3% |
| 7D | -2.1% | -0.6% | -1.5% | -1.6% |
| 30D | +7.2% | -3.7% | +10.9% | +9.7% |
| 3M | +11.1% | -2.7% | +13.9% | +13.0% |
| 6M | +4.2% | +2.2% | +2.0% | +2.5% |
| YTD | +20.8% | +10.8% | +10.0% | +13.0% |
| 1Y | +29.7% | +11.2% | +18.4% | +20.9% |
| 3Y | +164.1% | +76.5% | +87.7% | +80.6% |
| 5Y | +190.7% | +72.9% | +117.7% | +99.2% |
| All | +363.5% | +306.4% | +57.1% | +70.6% |
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