+304.4%
UTHR vs VO
+197.9%
+106.5%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | 0.0% |
| 7D | +2.8% | -2.5% | +5.3% | +4.3% |
| 30D | -2.3% | -3.2% | +1.0% | -0.4% |
| 3M | -7.4% | +3.9% | -11.3% | -9.7% |
| 6M | -6.0% | +9.6% | -15.6% | -11.4% |
| YTD | +3.4% | +11.6% | -8.2% | -3.7% |
| 1Y | +27.1% | +12.6% | +14.5% | +17.5% |
| 3Y | +123.8% | +55.4% | +68.4% | +67.3% |
| 5Y | +139.6% | +41.8% | +97.8% | +87.2% |
| All | +304.4% | +197.9% | +106.5% | +61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded VO 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling