+322.5%
UTHR vs TAP
-51.4%
+373.9%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +1.9% |
| 7D | +3.0% | -5.1% | +8.1% | +3.8% |
| 30D | -4.3% | -8.4% | +4.1% | -3.1% |
| 3M | -8.4% | -3.9% | -4.4% | -8.1% |
| 6M | -4.2% | -14.4% | +10.2% | -2.2% |
| YTD | +4.0% | -14.7% | +18.8% | +5.8% |
| 1Y | +25.5% | -18.7% | +44.2% | +28.6% |
| 3Y | +125.1% | -32.6% | +157.8% | +137.3% |
| 5Y | +140.3% | -1.4% | +141.7% | +133.7% |
| 10Y | +322.5% | -50.4% | +372.9% | +318.3% |
| All | +322.5% | -51.4% | +373.9% | +318.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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