-100.0%
VIVK vs UTHR
+985.1%
-1,085.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +2.1% | +5.5% | +7.7% |
| 7D | +13.1% | -2.9% | +15.9% | +13.0% |
| 30D | -29.7% | -7.6% | -22.1% | -29.8% |
| 3M | -93.0% | -8.6% | -84.4% | -93.0% |
| 6M | -98.0% | +4.1% | -102.1% | -98.0% |
| YTD | -97.8% | +2.2% | -100.0% | -97.8% |
| 1Y | -100.0% | +26.2% | -126.2% | -100.0% |
| 3Y | -100.0% | +121.2% | -221.2% | -100.0% |
| 5Y | -100.0% | +136.5% | -236.5% | -100.0% |
| 10Y | -100.0% | +300.1% | -400.1% | -100.0% |
| All | -100.0% | +985.1% | -1,085.1% | -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 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