+3,847.4%
ANET vs UTHR
+313.7%
+3,533.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.3% | +6.9% | +5.9% |
| 7D | +3.0% | +1.9% | +1.0% | +2.6% |
| 30D | -5.2% | -2.9% | -2.3% | -4.7% |
| 3M | +27.6% | -8.9% | +36.5% | +29.6% |
| 6M | +44.4% | -8.7% | +53.1% | +45.9% |
| YTD | +52.3% | +2.0% | +50.3% | +49.6% |
| 1Y | +30.4% | +22.8% | +7.6% | +22.4% |
| 3Y | +313.3% | +120.6% | +192.6% | +217.7% |
| 5Y | +810.0% | +136.4% | +673.6% | +562.0% |
| All | +3,847.4% | +313.7% | +3,533.7% | +2,113.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling