+2,457.0%
AMAT vs UTHR
+8,281.0%
-5,824.0%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -7.0% | -6.5% | -12.1% |
| 7D | -24.3% | -4.7% | -19.6% | -23.4% |
| 30D | -39.8% | +4.4% | -44.2% | -40.3% |
| 3M | -40.2% | +9.0% | -49.2% | -41.4% |
| 6M | -22.1% | -1.1% | -21.0% | -22.3% |
| YTD | +24.7% | +16.1% | +8.6% | +19.8% |
| 1Y | +33.3% | +26.4% | +6.8% | +25.8% |
| 3Y | +133.9% | +152.1% | -18.2% | +85.4% |
| 5Y | +117.1% | +179.6% | -62.6% | +65.9% |
| 10Y | +1,158.7% | +395.6% | +763.0% | +732.0% |
| All | +2,457.0% | +8,281.0% | -5,824.0% | +732.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling