+4,577.3%
UTHR vs VO
+827.2%
+3,750.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | -5.4% | -0.3% | -5.1% | -5.3% |
| 30D | -6.0% | -0.3% | -5.7% | -5.9% |
| 3M | -11.0% | +2.9% | -13.9% | -12.9% |
| 6M | -0.5% | +9.3% | -9.9% | -6.5% |
| YTD | +0.1% | +14.2% | -14.1% | -8.8% |
| 1Y | +28.2% | +15.3% | +12.9% | +15.9% |
| 3Y | +113.8% | +56.2% | +57.6% | +56.0% |
| 5Y | +131.3% | +42.4% | +88.9% | +75.4% |
| 10Y | +296.7% | +194.7% | +102.0% | +78.1% |
| All | +4,577.3% | +827.2% | +3,750.1% | +660.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling