+7,543.0%
ASML vs UTHR
+8,281.0%
-738.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -7.0% | -2.3% | -7.9% |
| 7D | -19.0% | -4.7% | -14.4% | -18.2% |
| 30D | -25.9% | +4.4% | -30.4% | -26.6% |
| 3M | -19.1% | +9.0% | -28.1% | -20.9% |
| 6M | -5.7% | -1.1% | -4.6% | -6.1% |
| YTD | +27.6% | +16.1% | +11.5% | +22.1% |
| 1Y | +30.8% | +26.4% | +4.3% | +22.8% |
| 3Y | +116.2% | +152.1% | -35.8% | +68.5% |
| 5Y | +67.7% | +179.6% | -112.0% | +25.7% |
| 10Y | +1,355.3% | +395.6% | +959.7% | +824.7% |
| All | +7,543.0% | +8,281.0% | -738.0% | +2,009.8% |
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