+3,178.2%
ADSK vs UTHR
+7,408.4%
-4,230.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.8% | -4.4% | -3.0% |
| 7D | -14.5% | +3.0% | -17.5% | -15.0% |
| 30D | -19.3% | -4.3% | -15.0% | -18.7% |
| 3M | -7.8% | -8.4% | +0.6% | -6.4% |
| 6M | -20.8% | -4.2% | -16.5% | -20.4% |
| YTD | -30.2% | +4.0% | -34.2% | -31.2% |
| 1Y | -36.5% | +25.5% | -62.0% | -39.7% |
| 3Y | -5.7% | +125.1% | -130.9% | -21.7% |
| 5Y | -28.2% | +140.3% | -168.5% | -41.9% |
| 10Y | +209.1% | +322.5% | -113.4% | +117.6% |
| All | +3,178.2% | +7,408.4% | -4,230.2% | +1,219.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling