+2,263.4%
AMGN vs UTHR
+7,123.9%
-4,860.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.0% | -1.5% |
| 7D | +1.1% | -5.4% | +6.5% | +2.1% |
| 30D | +7.8% | -6.0% | +13.9% | +9.0% |
| 3M | +27.3% | -11.0% | +38.2% | +29.8% |
| 6M | +16.8% | -0.5% | +17.4% | +16.5% |
| YTD | +36.3% | +0.1% | +36.2% | +35.6% |
| 1Y | +60.4% | +28.2% | +32.3% | +52.4% |
| 3Y | +86.3% | +113.8% | -27.5% | +58.0% |
| 5Y | +125.7% | +131.3% | -5.7% | +86.4% |
| 10Y | +247.0% | +296.7% | -49.7% | +149.9% |
| All | +2,263.4% | +7,123.9% | -4,860.4% | +616.0% |
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