+9,559.2%
UTHR vs SPY
+810.4%
+8,748.8%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +10.1% |
| 3M | +11.1% | -2.7% | +13.9% | +13.2% |
| 6M | +4.2% | +2.2% | +2.0% | +2.2% |
| YTD | +20.8% | +10.8% | +10.0% | +11.8% |
| 1Y | +29.7% | +11.2% | +18.4% | +19.6% |
| 3Y | +164.1% | +76.5% | +87.7% | +72.1% |
| 5Y | +190.7% | +72.9% | +117.7% | +87.8% |
| 10Y | +355.4% | +304.8% | +50.6% | +53.2% |
| All | +9,559.2% | +810.4% | +8,748.8% | +1,797.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling