+990.9%
UTHR vs VCLT
+103.4%
+887.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -5.4% | -0.5% | -4.9% | -5.4% |
| 30D | -6.0% | -0.9% | -5.2% | -6.0% |
| 3M | -11.0% | -3.2% | -7.7% | -10.8% |
| 6M | -0.5% | -3.8% | +3.3% | -0.3% |
| YTD | +0.1% | -2.0% | +2.1% | +0.2% |
| 1Y | +28.2% | -0.8% | +29.0% | +28.2% |
| 3Y | +113.8% | +12.3% | +101.5% | +112.6% |
| 5Y | +131.3% | -15.4% | +146.7% | +128.5% |
| 10Y | +296.7% | +15.7% | +281.0% | +308.1% |
| All | +990.9% | +103.4% | +887.4% | +1,236.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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