+1,164.9%
VST vs UTHR
+364.7%
+800.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.8% | -1.1% |
| 7D | +6.6% | +5.2% | +1.4% | +5.7% |
| 30D | -12.4% | +9.5% | -21.8% | -13.7% |
| 3M | -9.0% | +17.9% | -26.9% | -11.7% |
| 6M | -6.4% | +2.0% | -8.5% | -7.1% |
| YTD | -17.2% | +21.3% | -38.5% | -20.7% |
| 1Y | -22.0% | +27.9% | -49.9% | -26.1% |
| 3Y | +296.7% | +162.3% | +134.3% | +215.2% |
| 5Y | +637.6% | +190.7% | +446.8% | +461.0% |
| All | +1,164.9% | +364.7% | +800.2% | +656.4% |
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