+31.5%
VCIT vs UTHR
+362.9%
-331.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | 0.0% |
| 7D | -0.5% | -2.1% | +1.6% | -0.5% |
| 30D | +1.5% | +8.3% | -6.8% | +1.4% |
| 3M | -1.0% | +15.5% | -16.5% | -1.2% |
| 6M | -1.7% | +4.5% | -6.2% | -1.7% |
| YTD | -1.4% | +22.2% | -23.6% | -1.7% |
| 1Y | -0.9% | +29.7% | -30.6% | -1.3% |
| 3Y | +19.8% | +167.3% | -147.5% | +17.9% |
| 5Y | +4.6% | +196.5% | -191.9% | +2.8% |
| 10Y | +31.5% | +369.0% | -337.5% | +28.6% |
| All | +31.5% | +362.9% | -331.4% | +28.6% |
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