+172.4%
UTHR vs VSXY
+42.7%
+129.8%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.9% | -1.7% | +2.0% |
| 7D | -2.9% | -6.8% | +3.9% | -2.6% |
| 30D | -7.6% | -20.4% | +12.8% | -6.8% |
| 3M | -8.6% | +2.9% | -11.5% | -8.8% |
| 6M | +4.1% | +67.9% | -63.8% | +1.0% |
| YTD | +2.2% | +44.9% | -42.7% | -0.4% |
| 1Y | +26.2% | +205.9% | -179.7% | +18.4% |
| 3Y | +121.2% | +373.9% | -252.7% | +99.3% |
| 5Y | +136.5% | +23.5% | +113.1% | +121.5% |
| All | +172.4% | +42.7% | +129.8% | +166.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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