+222.0%
WELL vs UTHR
+196.1%
+25.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.4% |
| 7D | +3.0% | -2.1% | +5.2% | +3.2% |
| 30D | +10.2% | +7.2% | +3.0% | +9.7% |
| 3M | +6.1% | +11.1% | -5.0% | +5.2% |
| 6M | +16.6% | +4.2% | +12.4% | +16.2% |
| YTD | +35.3% | +20.8% | +14.5% | +33.2% |
| 1Y | +31.5% | +29.7% | +1.8% | +28.8% |
| 3Y | +206.5% | +164.1% | +42.3% | +178.7% |
| 5Y | +222.0% | +190.7% | +31.3% | +186.8% |
| All | +222.0% | +196.1% | +25.9% | +186.8% |
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