+224.6%
VT vs UTHR
+362.9%
-138.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +1.0% |
| 7D | -0.7% | -2.1% | +1.4% | -0.4% |
| 30D | -1.7% | +8.3% | -10.0% | -3.0% |
| 3M | -2.3% | +15.5% | -17.9% | -4.7% |
| 6M | +1.5% | +4.5% | -3.0% | +0.5% |
| YTD | +12.0% | +22.2% | -10.2% | +7.7% |
| 1Y | +12.9% | +29.7% | -16.8% | +7.4% |
| 3Y | +74.9% | +167.3% | -92.4% | +41.7% |
| 5Y | +59.9% | +196.5% | -136.6% | +24.5% |
| 10Y | +224.6% | +369.0% | -144.4% | +113.5% |
| All | +224.6% | +362.9% | -138.3% | +113.5% |
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