+1,640.8%
UTHR vs VYM
+487.3%
+1,153.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +2.1% |
| 7D | +3.0% | -1.0% | +4.0% | +3.7% |
| 30D | -4.3% | -2.0% | -2.3% | -3.0% |
| 3M | -8.4% | +3.1% | -11.4% | -10.4% |
| 6M | -4.2% | +8.9% | -13.1% | -9.8% |
| YTD | +4.0% | +14.7% | -10.7% | -5.5% |
| 1Y | +25.5% | +19.4% | +6.1% | +10.9% |
| 3Y | +125.1% | +65.4% | +59.7% | +58.4% |
| 5Y | +140.3% | +77.6% | +62.8% | +60.2% |
| 10Y | +322.5% | +207.8% | +114.7% | +92.2% |
| All | +1,640.8% | +487.3% | +1,153.5% | +363.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling