+601.6%
VLO vs UTHR
+139.1%
+462.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.1% | +1.1% | +3.1% |
| 7D | +5.8% | -2.9% | +8.6% | +6.0% |
| 30D | +28.3% | -7.6% | +35.9% | +29.0% |
| 3M | +48.7% | -8.6% | +57.3% | +49.5% |
| 6M | +71.9% | +4.1% | +67.8% | +70.0% |
| YTD | +138.7% | +2.2% | +136.5% | +136.0% |
| 1Y | +148.5% | +26.2% | +122.3% | +139.2% |
| 3Y | +192.7% | +121.2% | +71.5% | +156.1% |
| 5Y | +601.6% | +136.5% | +465.1% | +490.4% |
| All | +601.6% | +139.1% | +462.6% | +490.4% |
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