+404.6%
VIAV vs UTHR
+313.7%
+90.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.3% | +4.9% | +3.9% |
| 7D | +11.2% | +1.9% | +9.2% | +10.8% |
| 30D | -10.1% | -2.9% | -7.3% | -9.7% |
| 3M | -22.9% | -8.9% | -14.0% | -21.6% |
| 6M | +28.8% | -8.7% | +37.5% | +30.3% |
| YTD | +117.5% | +2.0% | +115.4% | +115.1% |
| 1Y | +216.1% | +22.8% | +193.3% | +200.7% |
| 3Y | +292.2% | +120.6% | +171.6% | +219.7% |
| 5Y | +141.0% | +136.4% | +4.6% | +88.8% |
| All | +404.6% | +313.7% | +90.9% | +208.0% |
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 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