+1,367.3%
AAPL vs UTHR
+364.7%
+1,002.7%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | +4.1% | +5.2% | -1.0% | +3.3% |
| 30D | +4.0% | +9.5% | -5.5% | +2.4% |
| 3M | +16.8% | +17.9% | -1.1% | +13.3% |
| 6M | +19.4% | +2.0% | +17.4% | +18.6% |
| YTD | +31.5% | +21.3% | +10.2% | +26.1% |
| 1Y | +31.0% | +27.9% | +3.1% | +24.4% |
| 3Y | +95.3% | +162.3% | -67.1% | +57.2% |
| 5Y | +143.4% | +190.7% | -47.4% | +88.0% |
| All | +1,367.3% | +364.7% | +1,002.7% | +847.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling