+135.1%
ABBV vs UTHR
+166.1%
-31.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.2% |
| 7D | +1.3% | +5.2% | -3.9% | +0.5% |
| 30D | +4.7% | +9.5% | -4.8% | +3.4% |
| 3M | +18.3% | +17.9% | +0.4% | +15.3% |
| 6M | +43.4% | +2.0% | +41.4% | +42.7% |
| YTD | +33.0% | +21.3% | +11.7% | +28.6% |
| 1Y | +30.8% | +27.9% | +2.9% | +25.5% |
| 3Y | +135.1% | +162.3% | -27.2% | +98.4% |
| All | +135.1% | +166.1% | -31.0% | +98.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling