+304.4%
UTHR vs VIG
+247.5%
+56.9%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.2% |
| 7D | +2.8% | -2.2% | +5.0% | +4.4% |
| 30D | -2.3% | -3.2% | +1.0% | 0.0% |
| 3M | -7.4% | +3.0% | -10.4% | -9.5% |
| 6M | -6.0% | +8.1% | -14.1% | -11.3% |
| YTD | +3.4% | +9.1% | -5.6% | -3.1% |
| 1Y | +27.1% | +12.6% | +14.5% | +16.3% |
| 3Y | +123.8% | +55.4% | +68.4% | +60.4% |
| 5Y | +139.6% | +62.8% | +76.9% | +64.0% |
| All | +304.4% | +247.5% | +56.9% | +31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 10y: compounded portfolio wealth divided by compounded VIG 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…
10y analysis · Full analysis span regression · 6 months rolling