+119.1%
WY vs UTHR
+7,277.3%
-7,158.2%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.1% | -3.6% | -1.7% |
| 7D | -2.1% | -2.9% | +0.8% | -1.7% |
| 30D | -10.5% | -7.6% | -2.9% | -9.6% |
| 3M | -4.9% | -8.6% | +3.7% | -3.9% |
| 6M | -4.9% | +4.1% | -9.1% | -5.7% |
| YTD | -1.7% | +2.2% | -3.9% | -2.5% |
| 1Y | -9.4% | +26.2% | -35.6% | -12.6% |
| 3Y | -22.3% | +121.2% | -143.5% | -31.7% |
| 5Y | -20.5% | +136.5% | -157.1% | -31.4% |
| 10Y | +4.9% | +300.1% | -295.2% | -17.1% |
| All | +119.1% | +7,277.3% | -7,158.2% | +36.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling