+136.5%
UTHR vs URA
+131.0%
+5.6%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.1% | -1.0% | +1.8% |
| 7D | -2.9% | +8.1% | -11.0% | -3.6% |
| 30D | -7.6% | +5.8% | -13.4% | -8.1% |
| 3M | -8.6% | +3.4% | -12.0% | -9.1% |
| 6M | +4.1% | -2.6% | +6.8% | +3.9% |
| YTD | +2.2% | +11.2% | -9.0% | +0.2% |
| 1Y | +26.2% | +19.8% | +6.4% | +22.1% |
| 3Y | +121.2% | +121.5% | -0.3% | +96.7% |
| 5Y | +136.5% | +134.5% | +2.1% | +106.3% |
| All | +136.5% | +131.0% | +5.6% | +106.3% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 5y: compounded portfolio wealth divided by compounded URA 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…
5y analysis · Full analysis span regression · 6 months rolling