-100.0%
VIVK vs UTHR
+40.6%
-140.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -27.5% | +1.2% | -28.6% | -26.5% |
| 7D | -68.7% | +3.8% | -72.4% | -67.5% |
| 30D | -90.0% | +13.4% | -103.5% | -88.9% |
| 3M | -98.1% | +17.3% | -115.4% | -97.7% |
| 6M | -99.9% | +4.7% | -104.6% | -99.9% |
| YTD | -99.9% | +24.9% | -124.8% | -99.9% |
| 1Y | -100.0% | +39.1% | -139.1% | -100.0% |
| All | -100.0% | +40.6% | -140.6% | -100.0% |
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