+153.1%
AMAT vs UTHR
+165.4%
-12.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.5% | +0.4% |
| 7D | -2.5% | -2.1% | -0.3% | -2.1% |
| 30D | -26.5% | +7.2% | -33.7% | -26.9% |
| 3M | -28.6% | +11.1% | -39.7% | -29.2% |
| 6M | -14.2% | +4.2% | -18.4% | -14.6% |
| YTD | +45.5% | +20.8% | +24.7% | +42.5% |
| 1Y | +59.3% | +29.7% | +29.7% | +55.0% |
| 3Y | +153.1% | +164.1% | -11.0% | +135.8% |
| All | +153.1% | +165.4% | -12.3% | +135.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling