+5,397.9%
ANET vs UTHR
+419.4%
+4,978.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.5% | -1.9% |
| 7D | -1.3% | +2.8% | -4.1% | -1.8% |
| 30D | -4.5% | -2.3% | -2.2% | -4.1% |
| 3M | +24.5% | -7.4% | +31.9% | +26.0% |
| 6M | +35.4% | -6.0% | +41.3% | +35.9% |
| YTD | +44.2% | +3.4% | +40.8% | +41.4% |
| 1Y | +25.4% | +27.1% | -1.7% | +17.2% |
| 3Y | +284.8% | +123.8% | +161.0% | +201.0% |
| 5Y | +761.7% | +139.6% | +622.1% | +543.8% |
| 10Y | +3,691.2% | +320.0% | +3,371.2% | +2,169.4% |
| All | +5,397.9% | +419.4% | +4,978.5% | +3,303.5% |
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 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