+9,674.9%
UTHR vs TAP
+177.4%
+9,497.6%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.3% |
| 7D | -2.1% | -8.0% | +5.9% | -0.5% |
| 30D | +8.3% | +4.1% | +4.2% | +7.3% |
| 3M | +15.5% | -4.4% | +19.9% | +16.2% |
| 6M | +4.5% | -1.9% | +6.5% | +4.4% |
| YTD | +22.2% | -12.1% | +34.3% | +23.9% |
| 1Y | +29.7% | -12.0% | +41.8% | +31.4% |
| 3Y | +167.3% | -25.0% | +192.3% | +176.8% |
| 5Y | +196.5% | -1.1% | +197.6% | +187.3% |
| 10Y | +369.0% | -47.6% | +416.7% | +395.6% |
| All | +9,674.9% | +177.4% | +9,497.6% | +8,416.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling