+96.3%
VTR vs UTHR
+313.7%
-217.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.3% |
| 7D | -0.3% | +1.9% | -2.3% | -0.7% |
| 30D | +1.1% | -2.9% | +4.0% | +1.5% |
| 3M | +7.9% | -8.9% | +16.8% | +9.6% |
| 6M | +6.2% | -8.7% | +14.9% | +7.5% |
| YTD | +17.7% | +2.0% | +15.7% | +16.5% |
| 1Y | +32.9% | +22.8% | +10.1% | +26.9% |
| 3Y | +129.7% | +120.6% | +9.1% | +88.2% |
| 5Y | +89.3% | +136.4% | -47.1% | +49.0% |
| All | +96.3% | +313.7% | -217.4% | +23.0% |
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