+15,303.8%
VLO vs UTHR
+8,724.6%
+6,579.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.2% | +2.5% | +3.5% |
| 7D | -0.4% | -2.1% | +1.7% | -0.1% |
| 30D | -16.6% | +8.3% | -24.9% | -17.6% |
| 3M | +12.3% | +15.5% | -3.3% | +9.6% |
| 6M | +47.8% | +4.5% | +43.3% | +46.2% |
| YTD | +126.7% | +22.2% | +104.5% | +117.4% |
| 1Y | +105.4% | +29.7% | +75.6% | +95.1% |
| 3Y | +222.0% | +167.3% | +54.7% | +168.0% |
| 5Y | +449.8% | +196.5% | +253.3% | +345.3% |
| 10Y | +754.3% | +369.0% | +385.3% | +527.6% |
| All | +15,303.8% | +8,724.6% | +6,579.2% | +8,345.0% |
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