-34.5%
ADSK vs UTHR
+25.4%
-59.9%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.4% |
| 7D | -2.5% | +1.9% | -4.5% | -2.5% |
| 30D | -14.9% | -2.9% | -12.0% | -14.8% |
| 3M | +3.3% | -8.9% | +12.2% | +3.2% |
| 6M | -15.7% | -8.7% | -6.9% | -16.0% |
| YTD | -28.2% | +2.0% | -30.3% | -28.3% |
| 1Y | -34.5% | +22.8% | -57.3% | -32.8% |
| All | -34.5% | +25.4% | -59.9% | -32.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling