+612.7%
VEEV vs UTHR
+510.6%
+102.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.1% | -5.9% | -4.2% |
| 7D | -5.2% | -2.9% | -2.3% | -4.6% |
| 30D | +14.9% | -7.6% | +22.5% | +16.9% |
| 3M | +58.4% | -8.6% | +66.9% | +61.4% |
| 6M | +35.5% | +4.1% | +31.3% | +33.2% |
| YTD | +18.6% | +2.2% | +16.4% | +16.7% |
| 1Y | -6.3% | +26.2% | -32.5% | -12.7% |
| 3Y | +20.2% | +121.2% | -101.0% | -6.7% |
| 5Y | -13.8% | +136.5% | -150.3% | -36.0% |
| 10Y | +542.0% | +300.1% | +241.9% | +276.6% |
| All | +612.7% | +510.6% | +102.1% | +306.0% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling