+405.3%
VUG vs UTHR
+362.9%
+42.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +1.5% |
| 7D | -1.1% | -2.1% | +1.0% | -0.7% |
| 30D | -7.0% | +8.3% | -15.3% | -8.2% |
| 3M | -3.7% | +15.5% | -19.3% | -6.2% |
| 6M | -1.6% | +4.5% | -6.1% | -2.7% |
| YTD | +5.1% | +22.2% | -17.1% | +0.7% |
| 1Y | +3.8% | +29.7% | -26.0% | -1.7% |
| 3Y | +79.9% | +167.3% | -87.4% | +43.6% |
| 5Y | +66.4% | +196.5% | -130.1% | +27.2% |
| 10Y | +405.3% | +369.0% | +36.3% | +223.3% |
| All | +405.3% | +362.9% | +42.3% | +223.3% |
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