+5.1%
ABNB vs UTHR
+136.5%
-131.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.1% | -6.2% | -4.3% |
| 7D | -4.4% | -2.9% | -1.5% | -4.1% |
| 30D | -2.0% | -7.6% | +5.6% | -1.2% |
| 3M | +29.8% | -8.6% | +38.4% | +31.0% |
| 6M | +31.0% | +4.1% | +26.9% | +30.1% |
| YTD | +28.6% | +2.2% | +26.4% | +27.7% |
| 1Y | +40.1% | +26.2% | +13.9% | +35.9% |
| 3Y | +19.7% | +121.2% | -101.5% | +7.1% |
| All | +5.1% | +136.5% | -131.4% | -9.1% |
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