-13.8%
VEEV vs UTHR
+138.8%
-152.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.1% |
| 7D | -8.2% | +2.8% | -11.0% | -8.4% |
| 30D | +10.3% | -2.3% | +12.6% | +10.5% |
| 3M | +59.4% | -7.4% | +66.8% | +60.3% |
| 6M | +37.6% | -6.0% | +43.5% | +38.0% |
| YTD | +16.9% | +3.4% | +13.5% | +16.0% |
| 1Y | -5.0% | +27.1% | -32.0% | -7.8% |
| 3Y | +18.5% | +123.8% | -105.3% | +5.8% |
| 5Y | -13.8% | +139.6% | -153.5% | -23.0% |
| All | -13.8% | +138.8% | -152.6% | -23.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling