-11.6%
VSAT vs UTHR
+366.4%
-378.0%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.4% | -4.8% | -5.1% |
| 7D | +20.0% | +4.9% | +15.1% | +18.8% |
| 30D | +6.5% | +9.2% | -2.7% | +4.6% |
| 3M | -18.3% | +15.9% | -34.3% | -21.0% |
| 6M | +0.4% | +2.0% | -1.6% | -0.3% |
| YTD | +106.7% | +21.8% | +85.0% | +95.9% |
| 1Y | +89.9% | +28.6% | +61.3% | +77.6% |
| 3Y | +276.3% | +166.2% | +110.1% | +185.3% |
| 5Y | +32.9% | +191.8% | -158.9% | -3.7% |
| All | -11.6% | +366.4% | -378.0% | -49.3% |
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 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