+42.9%
VICR vs UTHR
+138.8%
-95.8%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -3.1% |
| 7D | -0.4% | +2.8% | -3.2% | -0.6% |
| 30D | -15.6% | -2.3% | -13.3% | -15.4% |
| 3M | -35.4% | -7.4% | -28.0% | -35.1% |
| 6M | +1.3% | -6.0% | +7.2% | +1.9% |
| YTD | +62.5% | +3.4% | +59.0% | +62.1% |
| 1Y | +255.5% | +27.1% | +228.4% | +250.6% |
| 3Y | +182.0% | +123.8% | +58.2% | +165.0% |
| 5Y | +42.9% | +139.6% | -96.7% | +30.8% |
| All | +42.9% | +138.8% | -95.8% | +30.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling