+179.5%
VSH vs UTHR
+310.6%
-131.1%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.1% | +0.2% |
| 7D | +3.5% | +3.0% | +0.5% | +2.7% |
| 30D | -4.4% | -4.3% | -0.1% | -3.4% |
| 3M | -45.8% | -8.4% | -37.4% | -44.7% |
| 6M | +90.1% | -4.2% | +94.4% | +90.8% |
| YTD | +120.3% | +4.0% | +116.3% | +115.6% |
| 1Y | +112.2% | +25.5% | +86.7% | +96.5% |
| 3Y | +36.6% | +125.1% | -88.5% | +1.1% |
| 5Y | +67.0% | +140.3% | -73.3% | +16.7% |
| 10Y | +179.5% | +322.5% | -143.0% | +40.8% |
| All | +179.5% | +310.6% | -131.1% | +40.8% |
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