+219.2%
VT vs UTHR
+349.3%
-130.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.5% | -0.6% |
| 7D | -0.1% | -2.1% | +2.0% | +0.2% |
| 30D | -3.1% | +7.2% | -10.2% | -4.1% |
| 3M | -3.5% | +11.1% | -14.6% | -5.3% |
| 6M | +0.5% | +4.2% | -3.7% | -0.5% |
| YTD | +10.8% | +20.8% | -10.0% | +6.6% |
| 1Y | +11.9% | +29.7% | -17.8% | +6.4% |
| 3Y | +73.0% | +164.1% | -91.2% | +40.4% |
| 5Y | +58.6% | +190.7% | -132.1% | +23.9% |
| 10Y | +219.2% | +355.4% | -136.2% | +109.9% |
| All | +219.2% | +349.3% | -130.1% | +109.9% |
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