+340.0%
UTHR vs SSNC
+184.6%
+155.4%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.5% | -0.4% |
| 7D | +5.2% | +2.3% | +2.9% | +4.6% |
| 30D | +9.5% | -3.1% | +12.6% | +10.3% |
| 3M | +17.9% | -2.7% | +20.7% | +18.5% |
| 6M | +2.0% | +23.7% | -21.7% | -4.5% |
| YTD | +21.3% | -8.0% | +29.4% | +22.7% |
| 1Y | +27.9% | -4.7% | +32.6% | +28.0% |
| 3Y | +162.3% | +58.0% | +104.4% | +123.1% |
| 5Y | +190.7% | +8.0% | +182.8% | +174.4% |
| All | +340.0% | +184.6% | +155.4% | +215.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 SSNC 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