+1,166.6%
VICR vs UTHR
+7,277.3%
-6,110.8%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.1% | +0.4% | +2.0% |
| 7D | +9.8% | -2.9% | +12.7% | +10.5% |
| 30D | -12.6% | -7.6% | -5.0% | -11.1% |
| 3M | -29.7% | -8.6% | -21.1% | -28.4% |
| 6M | +18.8% | +4.1% | +14.7% | +17.2% |
| YTD | +76.4% | +2.2% | +74.2% | +74.3% |
| 1Y | +282.4% | +26.2% | +256.2% | +258.4% |
| 3Y | +206.2% | +121.2% | +85.0% | +140.8% |
| 5Y | +53.9% | +136.5% | -82.6% | +16.5% |
| 10Y | +1,572.3% | +300.1% | +1,272.2% | +970.9% |
| All | +1,166.6% | +7,277.3% | -6,110.8% | +442.2% |
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