+143.6%
VMC vs UTHR
+319.3%
-175.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.4% |
| 7D | -3.7% | +2.8% | -6.5% | -4.2% |
| 30D | -12.8% | -2.3% | -10.5% | -12.5% |
| 3M | -7.9% | -7.4% | -0.5% | -6.9% |
| 6M | -7.5% | -6.0% | -1.6% | -6.9% |
| YTD | -11.6% | +3.4% | -15.0% | -12.9% |
| 1Y | -14.3% | +27.1% | -41.3% | -18.9% |
| 3Y | +18.5% | +123.8% | -105.3% | -3.3% |
| 5Y | +46.8% | +139.6% | -92.9% | +15.7% |
| All | +143.6% | +319.3% | -175.7% | +52.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling