+52.7%
VMC vs UTHR
+136.5%
-83.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.1% | -3.8% | -1.9% |
| 7D | -0.5% | -2.9% | +2.3% | -0.2% |
| 30D | -9.1% | -7.6% | -1.5% | -8.4% |
| 3M | -4.1% | -8.6% | +4.4% | -3.3% |
| 6M | -5.5% | +4.1% | -9.7% | -6.2% |
| YTD | -8.9% | +2.2% | -11.1% | -9.5% |
| 1Y | -12.9% | +26.2% | -39.1% | -16.1% |
| 3Y | +22.1% | +121.2% | -99.1% | +5.4% |
| All | +52.7% | +136.5% | -83.8% | +28.3% |
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