+1,105.5%
UTHR vs VT
+345.0%
+760.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -4.1% | -3.0% | -4.4% |
| 7D | -4.7% | -4.2% | -0.5% | -2.0% |
| 30D | +4.4% | -5.8% | +10.2% | +8.6% |
| 3M | +9.0% | -5.2% | +14.2% | +12.7% |
| 6M | -1.1% | +0.1% | -1.3% | -1.7% |
| YTD | +16.1% | +8.2% | +7.9% | +9.6% |
| 1Y | +26.4% | +10.1% | +16.3% | +17.9% |
| 3Y | +152.1% | +69.7% | +82.4% | +74.8% |
| 5Y | +179.6% | +53.4% | +126.3% | +104.5% |
| 10Y | +395.6% | +219.2% | +176.4% | +120.0% |
| All | +1,105.5% | +345.0% | +760.5% | +298.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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