+126.7%
WFC vs UTHR
+139.1%
-12.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.1% | -4.4% | -2.5% |
| 7D | +1.1% | -2.9% | +3.9% | +1.4% |
| 30D | +0.8% | -7.6% | +8.4% | +1.8% |
| 3M | +9.3% | -8.6% | +17.8% | +10.5% |
| 6M | +10.6% | +4.1% | +6.5% | +9.6% |
| YTD | -4.1% | +2.2% | -6.3% | -4.9% |
| 1Y | +13.6% | +26.2% | -12.6% | +9.0% |
| 3Y | +130.7% | +121.2% | +9.5% | +94.0% |
| 5Y | +126.7% | +136.5% | -9.8% | +84.0% |
| All | +126.7% | +139.1% | -12.3% | +84.0% |
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