+1,162.1%
AMAT vs UTHR
+382.4%
+779.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.7% | +4.9% | +4.4% |
| 7D | -14.7% | -6.1% | -8.6% | -13.1% |
| 30D | -36.1% | +3.1% | -39.2% | -36.5% |
| 3M | -36.9% | +5.5% | -42.3% | -37.9% |
| 6M | -22.2% | -5.8% | -16.4% | -21.4% |
| YTD | +29.9% | +15.3% | +14.6% | +23.3% |
| 1Y | +43.3% | +23.8% | +19.5% | +33.2% |
| 3Y | +142.7% | +146.3% | -3.6% | +73.0% |
| 5Y | +126.2% | +177.8% | -51.6% | +48.9% |
| All | +1,162.1% | +382.4% | +779.7% | +558.6% |
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 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