+167.6%
AMAT vs UTHR
+193.6%
-26.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.2% | +4.9% | +5.9% |
| 7D | +7.0% | -2.1% | +9.1% | +7.4% |
| 30D | -20.6% | +8.3% | -28.9% | -21.3% |
| 3M | -24.8% | +15.5% | -40.3% | -26.3% |
| 6M | -10.7% | +4.5% | -15.3% | -11.4% |
| YTD | +54.3% | +22.2% | +32.0% | +49.2% |
| 1Y | +73.7% | +29.7% | +44.0% | +66.5% |
| 3Y | +168.4% | +167.3% | +1.1% | +123.1% |
| 5Y | +167.6% | +196.5% | -28.9% | +109.5% |
| All | +167.6% | +193.6% | -26.0% | +109.5% |
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