+776.9%
VMC vs UTHR
+7,123.9%
-6,347.0%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.5% | +1.0% |
| 7D | -4.3% | -5.4% | +1.1% | -3.7% |
| 30D | -8.2% | -6.0% | -2.2% | -7.6% |
| 3M | -7.0% | -11.0% | +3.9% | -5.7% |
| 6M | -10.8% | -0.5% | -10.2% | -11.0% |
| YTD | -7.4% | +0.1% | -7.5% | -8.0% |
| 1Y | -9.5% | +28.2% | -37.6% | -13.1% |
| 3Y | +20.5% | +113.8% | -93.3% | +6.2% |
| 5Y | +51.6% | +131.3% | -79.7% | +31.0% |
| 10Y | +150.0% | +296.7% | -146.7% | +95.6% |
| All | +776.9% | +7,123.9% | -6,347.0% | +436.5% |
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 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