+204.5%
WELL vs UTHR
+123.2%
+81.4%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.7% | +0.3% |
| 7D | -1.3% | -2.9% | +1.6% | -1.1% |
| 30D | +0.5% | -7.6% | +8.1% | +1.0% |
| 3M | +19.1% | -8.6% | +27.7% | +19.8% |
| 6M | +17.0% | +4.1% | +12.8% | +16.8% |
| YTD | +29.2% | +2.2% | +27.0% | +29.1% |
| 1Y | +42.1% | +26.2% | +16.0% | +40.4% |
| 3Y | +204.5% | +121.2% | +83.4% | +185.7% |
| All | +204.5% | +123.2% | +81.4% | +185.7% |
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