+640.3%
VEEV vs UTHR
+497.9%
+142.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.7% | -3.1% |
| 7D | -0.6% | -5.4% | +4.8% | +0.6% |
| 30D | +28.8% | -6.0% | +34.9% | +30.6% |
| 3M | +54.0% | -11.0% | +65.0% | +57.9% |
| 6M | +46.0% | -0.5% | +46.5% | +45.1% |
| YTD | +23.2% | +0.1% | +23.2% | +21.8% |
| 1Y | +1.9% | +28.2% | -26.3% | -5.5% |
| 3Y | +27.0% | +113.8% | -86.8% | -0.6% |
| 5Y | -13.4% | +131.3% | -144.7% | -35.4% |
| 10Y | +575.2% | +296.7% | +278.5% | +296.5% |
| All | +640.3% | +497.9% | +142.4% | +323.8% |
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