+198.3%
W vs UTHR
+350.9%
-152.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.1% | -4.8% | -4.1% |
| 7D | +1.1% | -2.1% | +3.2% | +1.9% |
| 30D | +6.4% | +7.2% | -0.8% | +4.2% |
| 3M | +9.0% | +11.1% | -2.2% | +4.9% |
| 6M | +69.8% | +4.2% | +65.6% | +66.8% |
| YTD | +12.1% | +20.8% | -8.7% | +3.4% |
| 1Y | 0.0% | +29.7% | -29.7% | -9.9% |
| 3Y | +160.3% | +164.1% | -3.8% | +71.2% |
| 5Y | -53.3% | +190.7% | -244.0% | -71.4% |
| 10Y | +217.0% | +355.4% | -138.4% | +44.3% |
| All | +198.3% | +350.9% | -152.6% | +25.1% |
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