+29.9%
VNQ vs UTHR
+124.0%
-94.0%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.8% |
| 7D | -2.6% | +2.8% | -5.4% | -2.8% |
| 30D | -2.3% | -2.3% | -0.1% | -2.2% |
| 3M | -2.8% | -7.4% | +4.6% | -2.4% |
| 6M | +2.5% | -6.0% | +8.5% | +2.8% |
| YTD | +8.4% | +3.4% | +5.0% | +8.1% |
| 1Y | +6.8% | +27.1% | -20.3% | +5.0% |
| All | +29.9% | +124.0% | -94.0% | +17.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling