+1,162.4%
VST vs UTHR
+349.3%
+813.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -2.2% |
| 7D | -6.0% | -2.1% | -3.9% | -5.7% |
| 30D | -18.8% | +7.2% | -25.9% | -19.7% |
| 3M | -8.0% | +11.1% | -19.2% | -9.8% |
| 6M | -10.9% | +4.2% | -15.1% | -11.8% |
| YTD | -18.3% | +20.8% | -39.1% | -21.7% |
| 1Y | -29.9% | +29.7% | -59.6% | -33.7% |
| 3Y | +290.3% | +164.1% | +126.2% | +210.6% |
| 5Y | +635.3% | +190.7% | +444.6% | +461.3% |
| 10Y | +1,162.4% | +355.4% | +807.0% | +668.3% |
| All | +1,162.4% | +349.3% | +813.0% | +668.3% |
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