+1,559.3%
ASML vs UTHR
+366.4%
+1,192.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.3% |
| 7D | +10.4% | +4.9% | +5.5% | +9.3% |
| 30D | -12.7% | +9.2% | -21.9% | -14.3% |
| 3M | -17.2% | +15.9% | -33.1% | -20.1% |
| 6M | -1.3% | +2.0% | -3.3% | -2.2% |
| YTD | +40.8% | +21.8% | +19.0% | +33.3% |
| 1Y | +45.2% | +28.6% | +16.7% | +35.7% |
| 3Y | +131.8% | +166.2% | -34.4% | +71.3% |
| 5Y | +84.0% | +191.8% | -107.8% | +28.3% |
| All | +1,559.3% | +366.4% | +1,192.9% | +846.3% |
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