+137.1%
UTHR vs VYM
+77.5%
+59.6%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.8% |
| 7D | +1.9% | -0.8% | +2.7% | +2.5% |
| 30D | -2.9% | -2.2% | -0.6% | -1.5% |
| 3M | -8.9% | +3.1% | -11.9% | -10.8% |
| 6M | -8.7% | +9.7% | -18.5% | -14.3% |
| YTD | +2.0% | +14.9% | -12.9% | -7.1% |
| 1Y | +22.8% | +17.6% | +5.2% | +10.0% |
| 3Y | +120.6% | +65.3% | +55.3% | +56.8% |
| All | +137.1% | +77.5% | +59.6% | +58.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 5y: compounded portfolio wealth divided by compounded VYM 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…
5y analysis · Full analysis span regression · 6 months rolling