+1,601.7%
VICR vs UTHR
+313.7%
+1,288.0%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -1.3% | +12.5% | +11.5% |
| 7D | +5.0% | +1.9% | +3.0% | +4.4% |
| 30D | -12.5% | -2.9% | -9.6% | -12.0% |
| 3M | -33.6% | -8.9% | -24.7% | -32.4% |
| 6M | +10.7% | -8.7% | +19.4% | +12.6% |
| YTD | +80.6% | +2.0% | +78.6% | +78.4% |
| 1Y | +288.4% | +22.8% | +265.6% | +265.2% |
| 3Y | +213.8% | +120.6% | +93.2% | +136.6% |
| 5Y | +58.8% | +136.4% | -77.6% | +12.4% |
| All | +1,601.7% | +313.7% | +1,288.0% | +740.7% |
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