+883.4%
UTHR vs URA
-48.6%
+932.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +6.2% | -2.5% | +2.5% |
| 7D | -2.3% | +4.3% | -6.6% | -3.0% |
| 30D | +6.1% | -11.7% | +17.8% | +8.4% |
| 3M | +8.1% | -23.5% | +31.6% | +13.2% |
| 6M | +3.1% | -37.8% | +40.9% | +11.5% |
| YTD | +19.5% | -19.6% | +39.2% | +21.5% |
| 1Y | +29.7% | -24.8% | +54.5% | +33.2% |
| 3Y | +162.7% | +47.0% | +115.7% | +126.2% |
| 5Y | +192.8% | +35.4% | +157.4% | +148.1% |
| 10Y | +348.1% | +302.3% | +45.8% | +166.9% |
| All | +883.4% | -48.6% | +932.0% | +806.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling