-39.3%
VG vs UTHR
+30.8%
-70.2%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.4% |
| 7D | +1.7% | -5.4% | +7.1% | +1.5% |
| 30D | +16.0% | -6.0% | +22.1% | +15.8% |
| 3M | +9.7% | -11.0% | +20.7% | +9.2% |
| 6M | +29.6% | -0.5% | +30.1% | +29.7% |
| YTD | +112.0% | +0.1% | +111.9% | +112.3% |
| 1Y | +12.8% | +28.2% | -15.4% | +11.7% |
| All | -39.3% | +30.8% | -70.2% | -47.9% |
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 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