+126.7%
AMAT vs UTHR
+179.7%
-53.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.7% | +4.9% | +4.3% |
| 7D | -14.7% | -6.1% | -8.6% | -13.8% |
| 30D | -36.1% | +3.1% | -39.2% | -36.3% |
| 3M | -36.9% | +5.5% | -42.3% | -37.3% |
| 6M | -22.2% | -5.8% | -16.4% | -21.6% |
| YTD | +29.9% | +15.3% | +14.6% | +26.7% |
| 1Y | +43.3% | +23.8% | +19.5% | +38.3% |
| 3Y | +142.7% | +146.3% | -3.6% | +105.3% |
| All | +126.7% | +179.7% | -53.0% | +81.6% |
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 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