+358.4%
AVAV vs UTHR
+382.4%
-24.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -0.7% | +11.1% | +10.6% |
| 7D | -10.6% | -6.1% | -4.5% | -9.5% |
| 30D | -18.8% | +3.1% | -21.9% | -19.2% |
| 3M | -34.1% | +5.5% | -39.6% | -34.9% |
| 6M | -35.3% | -5.8% | -29.5% | -34.8% |
| YTD | -53.4% | +15.3% | -68.7% | -55.2% |
| 1Y | -65.6% | +23.8% | -89.4% | -67.5% |
| 3Y | -5.1% | +146.3% | -151.4% | -26.0% |
| 5Y | +18.5% | +177.8% | -159.3% | -13.0% |
| All | +358.4% | +382.4% | -24.0% | +156.3% |
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