+1,254.4%
AAPL vs UTHR
+319.3%
+935.0%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.6% | +4.1% | +3.7% |
| 7D | -0.5% | +2.8% | -3.3% | -1.0% |
| 30D | +7.1% | -2.3% | +9.4% | +7.5% |
| 3M | +12.1% | -7.4% | +19.5% | +13.4% |
| 6M | +25.4% | -6.0% | +31.4% | +26.2% |
| YTD | +20.5% | +3.4% | +17.0% | +19.0% |
| 1Y | +44.5% | +27.1% | +17.5% | +37.5% |
| 3Y | +85.8% | +123.8% | -38.0% | +54.6% |
| 5Y | +124.8% | +139.6% | -14.9% | +81.1% |
| All | +1,254.4% | +319.3% | +935.0% | +812.5% |
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