+314.1%
VOO vs UTHR
+319.3%
-5.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.5% |
| 7D | -2.0% | +2.8% | -4.8% | -2.4% |
| 30D | -1.7% | -2.3% | +0.6% | -1.4% |
| 3M | +4.7% | -7.4% | +12.1% | +5.9% |
| 6M | +12.6% | -6.0% | +18.5% | +13.3% |
| YTD | +11.8% | +3.4% | +8.4% | +10.3% |
| 1Y | +17.5% | +27.1% | -9.5% | +11.8% |
| 3Y | +77.0% | +123.8% | -46.8% | +46.5% |
| 5Y | +82.6% | +139.6% | -57.1% | +46.3% |
| All | +314.1% | +319.3% | -5.3% | +170.2% |
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