+80.0%
VICR vs UTHR
+40.6%
+39.4%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +1.2% | -12.3% | -11.4% |
| 7D | -26.6% | +3.8% | -30.3% | -27.1% |
| 30D | -47.9% | +13.4% | -61.4% | -49.4% |
| 3M | -29.8% | +17.3% | -47.1% | -32.1% |
| 6M | -36.6% | +4.7% | -41.3% | -36.6% |
| YTD | +45.1% | +24.9% | +20.3% | +38.0% |
| 1Y | +80.0% | +39.1% | +40.9% | +57.3% |
| All | +80.0% | +40.6% | +39.4% | +57.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling