-5.1%
WAT vs UTHR
+139.1%
-144.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.1% | -3.7% | -1.9% |
| 7D | -0.7% | -2.9% | +2.2% | -0.3% |
| 30D | -1.0% | -7.6% | +6.6% | +0.1% |
| 3M | +10.9% | -8.6% | +19.5% | +12.2% |
| 6M | +33.2% | +4.1% | +29.0% | +31.8% |
| YTD | +6.1% | +2.2% | +3.9% | +5.0% |
| 1Y | +30.2% | +26.2% | +4.0% | +24.5% |
| 3Y | +52.9% | +121.2% | -68.3% | +28.0% |
| 5Y | -5.1% | +136.5% | -141.7% | -22.4% |
| All | -5.1% | +139.1% | -144.2% | -22.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling