+387.0%
VNQ vs UTHR
+2,904.3%
-2,517.3%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.8% | -2.8% | -1.4% |
| 7D | -0.9% | +3.0% | -3.9% | -1.5% |
| 30D | -2.2% | -4.3% | +2.1% | -1.5% |
| 3M | -1.9% | -8.4% | +6.4% | -0.4% |
| 6M | +3.2% | -4.2% | +7.5% | +3.7% |
| YTD | +9.4% | +4.0% | +5.4% | +7.7% |
| 1Y | +7.5% | +25.5% | -18.0% | +1.7% |
| 3Y | +31.1% | +125.1% | -94.1% | +6.4% |
| 5Y | +6.6% | +140.3% | -133.8% | -16.1% |
| 10Y | +63.9% | +322.5% | -258.5% | +7.6% |
| All | +387.0% | +2,904.3% | -2,517.3% | +91.5% |
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