+153.2%
UTHR vs VLTO
+54.8%
+98.4%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.1% | -0.7% |
| 7D | -6.1% | +5.4% | -11.5% | -6.9% |
| 30D | +3.1% | +22.3% | -19.2% | -0.1% |
| 3M | +5.5% | +19.6% | -14.2% | +2.5% |
| 6M | -5.8% | +35.2% | -41.0% | -10.7% |
| YTD | +15.3% | +17.9% | -2.5% | +12.1% |
| 1Y | +23.8% | +19.5% | +4.3% | +19.8% |
| 3Y | +146.3% | +73.9% | +72.4% | +119.5% |
| All | +153.2% | +54.8% | +98.4% | +131.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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