+2,660.6%
AVGO vs UTHR
+364.7%
+2,295.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.4% | -4.4% | -4.7% |
| 7D | +18.2% | +5.2% | +13.0% | +16.9% |
| 30D | +0.2% | +9.5% | -9.3% | -1.6% |
| 3M | -16.8% | +17.9% | -34.7% | -20.0% |
| 6M | -16.5% | +2.0% | -18.5% | -17.2% |
| YTD | +0.8% | +21.3% | -20.5% | -4.5% |
| 1Y | +2.8% | +27.9% | -25.0% | -3.9% |
| 3Y | +278.5% | +162.3% | +116.2% | +183.7% |
| 5Y | +573.1% | +190.7% | +382.3% | +375.1% |
| All | +2,660.6% | +364.7% | +2,295.9% | +1,425.6% |
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