+1,179.1%
VST vs UTHR
+366.4%
+812.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | +19.2% | +4.9% | +14.3% | +18.2% |
| 30D | -17.2% | +9.2% | -26.3% | -18.4% |
| 3M | -8.1% | +15.9% | -24.1% | -10.6% |
| 6M | -8.1% | +2.0% | -10.1% | -8.7% |
| YTD | -16.3% | +21.8% | -38.0% | -19.8% |
| 1Y | -24.1% | +28.6% | -52.7% | -28.1% |
| 3Y | +300.2% | +166.2% | +134.0% | +217.0% |
| 5Y | +645.9% | +191.8% | +454.1% | +467.0% |
| All | +1,179.1% | +366.4% | +812.8% | +664.5% |
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