+1,395.4%
ASML vs UTHR
+382.4%
+1,013.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.7% | +5.7% | +5.2% |
| 7D | -9.0% | -6.1% | -2.9% | -7.7% |
| 30D | -21.0% | +3.1% | -24.1% | -21.5% |
| 3M | -16.3% | +5.5% | -21.8% | -17.6% |
| 6M | -7.5% | -5.8% | -1.7% | -6.9% |
| YTD | +34.0% | +15.3% | +18.6% | +28.4% |
| 1Y | +39.3% | +23.8% | +15.5% | +31.2% |
| 3Y | +128.9% | +146.3% | -17.5% | +72.9% |
| 5Y | +76.1% | +177.8% | -101.7% | +24.6% |
| All | +1,395.4% | +382.4% | +1,013.0% | +775.7% |
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