+344.7%
AVGO vs UTHR
+121.3%
+223.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.1% | +0.9% | +2.8% |
| 7D | -0.3% | -2.9% | +2.6% | -0.1% |
| 30D | -13.8% | -7.6% | -6.3% | -13.3% |
| 3M | -6.9% | -8.6% | +1.7% | -6.4% |
| 6M | +11.9% | +4.1% | +7.8% | +11.2% |
| YTD | +6.9% | +2.2% | +4.7% | +6.3% |
| 1Y | +7.4% | +26.2% | -18.8% | +5.2% |
| All | +344.7% | +121.3% | +223.4% | +357.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling