+167.9%
WAT vs UTHR
+310.6%
-142.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.3% | +0.2% |
| 7D | -1.8% | +3.0% | -4.8% | -2.3% |
| 30D | -1.7% | -4.3% | +2.6% | -1.0% |
| 3M | +9.1% | -8.4% | +17.4% | +10.7% |
| 6M | +32.4% | -4.2% | +36.7% | +32.9% |
| YTD | +6.6% | +4.0% | +2.6% | +5.0% |
| 1Y | +34.7% | +25.5% | +9.2% | +27.8% |
| 3Y | +53.6% | +125.1% | -71.5% | +25.7% |
| 5Y | -4.1% | +140.3% | -144.4% | -23.8% |
| 10Y | +167.9% | +322.5% | -154.6% | +73.6% |
| All | +167.9% | +310.6% | -142.7% | +73.6% |
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