+376.8%
V vs UTHR
+308.5%
+68.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.1% | -3.8% | -2.1% |
| 7D | -1.1% | -2.9% | +1.8% | -0.6% |
| 30D | +1.9% | -7.6% | +9.5% | +3.1% |
| 3M | +15.5% | -8.6% | +24.1% | +17.1% |
| 6M | +16.6% | +4.1% | +12.5% | +15.2% |
| YTD | +5.7% | +2.2% | +3.5% | +4.6% |
| 1Y | +8.6% | +26.2% | -17.6% | +3.3% |
| 3Y | +52.5% | +121.2% | -68.7% | +25.9% |
| 5Y | +67.1% | +136.5% | -69.4% | +33.2% |
| 10Y | +376.8% | +300.1% | +76.7% | +210.1% |
| All | +376.8% | +308.5% | +68.3% | +210.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UTHR.
Daily Out/Under-Performance
Portfolio return minus UTHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UTHR 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 10y: compounded portfolio wealth divided by compounded UTHR 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…
10y analysis · Full analysis span regression · 6 months rolling