+23.4%
WOLF vs UTHR
+18.1%
+5.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.8% | -7.3% | -6.0% |
| 7D | +2.4% | +3.0% | -0.6% | +1.6% |
| 30D | -6.9% | -4.3% | -2.6% | -5.9% |
| 3M | -44.1% | -8.4% | -35.7% | -43.0% |
| 6M | +53.6% | -4.2% | +57.8% | +55.2% |
| YTD | +56.7% | +4.0% | +52.7% | +54.9% |
| All | +23.4% | +18.1% | +5.3% | +30.0% |
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 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