+1,002.6%
VST vs UTHR
+376.2%
+626.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -0.7% | +11.2% | +10.7% |
| 7D | -9.8% | -6.1% | -3.7% | -8.9% |
| 30D | -25.1% | +3.1% | -28.3% | -25.5% |
| 3M | -11.6% | +5.5% | -17.0% | -12.6% |
| 6M | -20.9% | -5.8% | -15.1% | -20.4% |
| YTD | -22.3% | +15.3% | -37.6% | -24.9% |
| 1Y | -32.0% | +23.8% | -55.8% | -35.2% |
| 3Y | +262.4% | +146.3% | +116.1% | +192.9% |
| 5Y | +563.4% | +177.8% | +385.6% | +412.2% |
| 10Y | +1,120.7% | +392.4% | +728.3% | +665.7% |
| All | +1,002.6% | +376.2% | +626.4% | +590.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling