-100.0%
VIVK vs UTHR
+138.8%
-238.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +3.0% | +2.3% |
| 7D | -9.5% | +2.8% | -12.2% | -9.1% |
| 30D | -35.1% | -2.3% | -32.9% | -35.3% |
| 3M | -93.4% | -7.4% | -86.0% | -93.4% |
| 6M | -98.0% | -6.0% | -92.0% | -98.0% |
| YTD | -97.9% | +3.4% | -101.3% | -97.8% |
| 1Y | -100.0% | +27.1% | -127.0% | -100.0% |
| 3Y | -100.0% | +123.8% | -223.8% | -100.0% |
| 5Y | -100.0% | +139.6% | -239.6% | -100.0% |
| All | -100.0% | +138.8% | -238.7% | -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 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