+196.2%
W vs UTHR
+330.5%
-134.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.8% | -1.2% |
| 7D | -3.6% | -6.1% | +2.5% | -1.4% |
| 30D | +7.0% | +3.1% | +3.8% | +6.0% |
| 3M | +7.4% | +5.5% | +1.9% | +5.2% |
| 6M | +69.3% | -5.8% | +75.1% | +71.9% |
| YTD | +11.3% | +15.3% | -4.1% | +4.3% |
| 1Y | +13.2% | +23.8% | -10.6% | +3.5% |
| 3Y | +142.0% | +146.3% | -4.3% | +63.1% |
| 5Y | -54.6% | +177.8% | -232.4% | -71.9% |
| 10Y | +243.7% | +392.4% | -148.7% | +53.1% |
| All | +196.2% | +330.5% | -134.3% | +26.1% |
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