+504.9%
ABBV vs UTHR
+313.7%
+191.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.2% | +1.1% |
| 7D | +0.3% | +1.9% | -1.7% | -0.2% |
| 30D | +3.4% | -2.9% | +6.2% | +3.9% |
| 3M | +15.2% | -8.9% | +24.1% | +17.3% |
| 6M | +14.7% | -8.7% | +23.4% | +16.5% |
| YTD | +15.2% | +2.0% | +13.2% | +13.9% |
| 1Y | +20.4% | +22.8% | -2.4% | +14.2% |
| 3Y | +91.3% | +120.6% | -29.3% | +54.8% |
| 5Y | +189.6% | +136.4% | +53.1% | +126.3% |
| All | +504.9% | +313.7% | +191.2% | +267.6% |
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