+2,798.6%
AVGO vs UTHR
+366.4%
+2,432.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.4% | +5.9% | +5.6% |
| 7D | +25.0% | +4.9% | +20.1% | +23.8% |
| 30D | +2.0% | +9.2% | -7.2% | +0.2% |
| 3M | -12.3% | +15.9% | -28.2% | -15.3% |
| 6M | -12.8% | +2.0% | -14.8% | -13.5% |
| YTD | +5.9% | +21.8% | -15.9% | +0.2% |
| 1Y | +3.3% | +28.6% | -25.2% | -3.5% |
| 3Y | +293.1% | +166.2% | +126.8% | +193.4% |
| 5Y | +606.7% | +191.8% | +414.9% | +398.5% |
| All | +2,798.6% | +366.4% | +2,432.3% | +1,500.6% |
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