+88.4%
WAT vs UTHR
+157.2%
-68.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.6% | +0.5% | +3.8% |
| 7D | +6.0% | -2.3% | +8.3% | +6.3% |
| 30D | +9.9% | +6.1% | +3.8% | +9.3% |
| 3M | +17.2% | +8.1% | +9.1% | +16.1% |
| 6M | +34.2% | +3.1% | +31.1% | +33.7% |
| YTD | +25.5% | +19.5% | +6.0% | +22.3% |
| 1Y | +28.3% | +29.7% | -1.5% | +23.7% |
| 3Y | +88.4% | +162.7% | -74.3% | +58.4% |
| All | +88.4% | +157.2% | -68.9% | +58.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling