+29.1%
ABNB vs UTHR
+338.3%
-309.2%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.5% | +3.1% |
| 7D | -1.7% | +5.2% | -6.9% | -2.0% |
| 30D | +11.8% | +9.5% | +2.3% | +11.2% |
| 3M | +0.9% | +17.9% | -17.0% | -0.3% |
| 6M | +40.5% | +2.0% | +38.5% | +40.1% |
| YTD | +37.6% | +21.3% | +16.3% | +35.5% |
| 1Y | +54.1% | +27.9% | +26.2% | +51.4% |
| 3Y | +56.8% | +162.3% | -105.6% | +48.5% |
| 5Y | -9.6% | +190.7% | -200.3% | -16.3% |
| All | +29.1% | +338.3% | -309.2% | +69.7% |
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