+723.2%
UTHR vs URA
-31.1%
+754.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.7% |
| 7D | -5.4% | +1.1% | -6.5% | -5.6% |
| 30D | -6.0% | +7.4% | -13.4% | -7.4% |
| 3M | -11.0% | -8.4% | -2.6% | -10.0% |
| 6M | -0.5% | -12.7% | +12.2% | +0.9% |
| YTD | +0.1% | +7.8% | -7.7% | -3.4% |
| 1Y | +28.2% | +19.5% | +8.7% | +19.9% |
| 3Y | +113.8% | +116.4% | -2.6% | +70.6% |
| 5Y | +131.3% | +134.3% | -3.0% | +72.4% |
| 10Y | +296.7% | +359.3% | -62.5% | +133.2% |
| All | +723.2% | -31.1% | +754.4% | +620.0% |
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