+201.6%
ABBV vs UTHR
+190.6%
+11.0%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | +1.3% | +5.2% | -3.9% | +0.5% |
| 30D | +4.7% | +9.5% | -4.8% | +3.2% |
| 3M | +18.3% | +17.9% | +0.4% | +15.0% |
| 6M | +43.4% | +2.0% | +41.4% | +42.6% |
| YTD | +33.0% | +21.3% | +11.7% | +28.2% |
| 1Y | +30.8% | +27.9% | +2.9% | +25.0% |
| 3Y | +135.1% | +162.3% | -27.2% | +94.8% |
| All | +201.6% | +190.6% | +11.0% | +146.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling