+1,591.4%
AMAT vs UTHR
+299.3%
+1,292.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.5% | +4.8% | +4.5% |
| 7D | -1.5% | -5.4% | +3.9% | 0.0% |
| 30D | -14.8% | -6.0% | -8.7% | -13.4% |
| 3M | -9.3% | -11.0% | +1.7% | -6.7% |
| 6M | +27.4% | -0.5% | +27.9% | +26.4% |
| YTD | +77.6% | +0.1% | +77.5% | +75.5% |
| 1Y | +188.9% | +28.2% | +160.8% | +165.9% |
| 3Y | +202.3% | +113.8% | +88.5% | +124.0% |
| 5Y | +248.9% | +131.3% | +117.6% | +142.9% |
| All | +1,591.4% | +299.3% | +1,292.1% | +769.3% |
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