+340.0%
UTHR vs VIG
+262.6%
+77.4%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +5.2% | +3.5% | +1.7% | +2.7% |
| 30D | +9.5% | +4.9% | +4.5% | +5.9% |
| 3M | +17.9% | +2.5% | +15.4% | +15.9% |
| 6M | +2.0% | +11.0% | -9.0% | -5.5% |
| YTD | +21.3% | +16.0% | +5.4% | +8.9% |
| 1Y | +27.9% | +17.5% | +10.3% | +13.7% |
| 3Y | +162.3% | +67.0% | +95.3% | +79.3% |
| 5Y | +190.7% | +64.8% | +126.0% | +98.9% |
| All | +340.0% | +262.6% | +77.4% | +68.7% |
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