-51.4%
VG vs UTHR
+50.8%
-102.1%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.7% | +0.1% |
| 7D | -22.0% | -6.1% | -15.9% | -22.2% |
| 30D | -11.6% | +3.1% | -14.8% | -11.5% |
| 3M | -14.9% | +5.5% | -20.3% | -14.7% |
| 6M | -3.5% | -5.8% | +2.3% | -3.8% |
| YTD | +70.0% | +15.3% | +54.6% | +71.0% |
| 1Y | +50.0% | +23.8% | +26.2% | +50.6% |
| All | -51.4% | +50.8% | -102.1% | -58.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling