+67.7%
ASML vs UTHR
+181.3%
-113.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -7.0% | -2.3% | -8.7% |
| 7D | -19.0% | -4.7% | -14.4% | -18.6% |
| 30D | -25.9% | +4.4% | -30.4% | -26.2% |
| 3M | -19.1% | +9.0% | -28.1% | -19.8% |
| 6M | -5.7% | -1.1% | -4.6% | -5.7% |
| YTD | +27.6% | +16.1% | +11.5% | +25.2% |
| 1Y | +30.8% | +26.4% | +4.3% | +27.1% |
| 3Y | +116.2% | +152.1% | -35.8% | +85.6% |
| 5Y | +67.7% | +179.6% | -112.0% | +31.1% |
| All | +67.7% | +181.3% | -113.6% | +31.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling