-24.5%
ADSK vs UTHR
+135.8%
-160.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.5% |
| 7D | -2.5% | +1.9% | -4.5% | -2.7% |
| 30D | -14.9% | -2.9% | -12.0% | -14.6% |
| 3M | +3.3% | -8.9% | +12.2% | +4.3% |
| 6M | -15.7% | -8.7% | -6.9% | -15.1% |
| YTD | -28.2% | +2.0% | -30.3% | -28.8% |
| 1Y | -34.5% | +22.8% | -57.3% | -36.5% |
| 3Y | -2.9% | +120.6% | -123.5% | -14.3% |
| All | -24.5% | +135.8% | -160.3% | -34.6% |
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