-16.0%
VSAT vs UTHR
+364.7%
-380.7%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.4% | -4.6% | -4.9% |
| 7D | +5.9% | +5.2% | +0.7% | +4.8% |
| 30D | +9.7% | +9.5% | +0.2% | +7.7% |
| 3M | -18.3% | +17.9% | -36.2% | -21.3% |
| 6M | -4.1% | +2.0% | -6.1% | -4.7% |
| YTD | +96.5% | +21.3% | +75.2% | +86.4% |
| 1Y | +89.3% | +27.9% | +61.4% | +77.3% |
| 3Y | +270.1% | +162.3% | +107.7% | +181.6% |
| 5Y | +26.4% | +190.7% | -164.4% | -8.4% |
| All | -16.0% | +364.7% | -380.7% | -51.8% |
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