+2,926.4%
V vs UTHR
+1,092.6%
+1,833.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.4% | -0.9% |
| 7D | -1.7% | -5.4% | +3.7% | -0.7% |
| 30D | +2.0% | -6.0% | +8.0% | +3.1% |
| 3M | +17.4% | -11.0% | +28.3% | +19.8% |
| 6M | +17.5% | -0.5% | +18.0% | +17.0% |
| YTD | +7.6% | +0.1% | +7.5% | +6.7% |
| 1Y | +7.7% | +28.2% | -20.4% | +1.5% |
| 3Y | +54.7% | +113.8% | -59.2% | +27.3% |
| 5Y | +73.0% | +131.3% | -58.3% | +37.7% |
| 10Y | +390.9% | +296.7% | +94.1% | +227.8% |
| All | +2,926.4% | +1,092.6% | +1,833.8% | +1,384.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling