+225.7%
VIK vs UTHR
+104.6%
+121.1%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.5% | +1.4% |
| 7D | -0.9% | +1.9% | -2.9% | -1.2% |
| 30D | -18.4% | -2.9% | -15.6% | -18.1% |
| 3M | -8.8% | -8.9% | +0.1% | -7.7% |
| 6M | +17.1% | -8.7% | +25.9% | +18.5% |
| YTD | +19.0% | +2.0% | +17.0% | +18.3% |
| 1Y | +30.1% | +22.8% | +7.4% | +26.5% |
| All | +225.7% | +104.6% | +121.1% | +189.5% |
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