+148.0%
ADBE vs UTHR
+319.3%
-171.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -2.3% |
| 7D | -12.9% | +2.8% | -15.7% | -13.4% |
| 30D | -5.6% | -2.3% | -3.4% | -5.3% |
| 3M | +6.6% | -7.4% | +14.0% | +8.0% |
| 6M | -9.6% | -6.0% | -3.6% | -9.0% |
| YTD | -28.9% | +3.4% | -32.3% | -30.0% |
| 1Y | -28.9% | +27.1% | -56.0% | -33.0% |
| 3Y | -55.6% | +123.8% | -179.4% | -64.3% |
| 5Y | -62.2% | +139.6% | -201.9% | -70.8% |
| All | +148.0% | +319.3% | -171.3% | +55.3% |
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