-46.6%
VG vs UTHR
+59.8%
-106.4%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.2% | +4.3% | +5.5% |
| 7D | +5.5% | -2.1% | +7.6% | +5.4% |
| 30D | -3.6% | +8.3% | -11.9% | -3.3% |
| 3M | -4.0% | +15.5% | -19.5% | -3.6% |
| 6M | +9.4% | +4.5% | +4.9% | +9.4% |
| YTD | +86.6% | +22.2% | +64.4% | +88.1% |
| 1Y | +69.5% | +29.7% | +39.8% | +70.4% |
| All | -46.6% | +59.8% | -106.4% | -53.9% |
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 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