-32.1%
WY vs UTHR
+190.6%
-222.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.7% |
| 7D | -0.8% | +5.2% | -6.0% | -1.1% |
| 30D | +10.1% | +9.5% | +0.6% | +9.5% |
| 3M | -15.4% | +17.9% | -33.3% | -16.4% |
| 6M | -8.3% | +2.0% | -10.3% | -8.5% |
| YTD | -9.8% | +21.3% | -31.1% | -11.2% |
| 1Y | -3.9% | +27.9% | -31.8% | -5.8% |
| 3Y | -23.3% | +162.3% | -185.7% | -32.2% |
| All | -32.1% | +190.6% | -222.7% | -40.9% |
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