+120.4%
VSH vs UTHR
+366.4%
-245.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.4% | -4.2% | -4.5% |
| 7D | +26.2% | +4.9% | +21.3% | +24.8% |
| 30D | -12.5% | +9.2% | -21.7% | -14.2% |
| 3M | -16.9% | +15.9% | -32.9% | -20.2% |
| 6M | -17.0% | +2.0% | -19.0% | -17.8% |
| YTD | +93.8% | +21.8% | +72.1% | +81.8% |
| 1Y | +99.3% | +28.6% | +70.8% | +84.2% |
| 3Y | +35.0% | +166.2% | -131.3% | -4.5% |
| 5Y | +45.8% | +191.8% | -146.0% | -3.7% |
| All | +120.4% | +366.4% | -245.9% | +8.7% |
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