+711.1%
AVGO vs UTHR
+140.7%
+570.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.8% | -2.9% | -1.3% |
| 7D | -0.8% | +3.0% | -3.8% | -1.1% |
| 30D | -13.7% | -4.3% | -9.4% | -13.4% |
| 3M | -6.9% | -8.4% | +1.4% | -6.1% |
| 6M | +5.8% | -4.2% | +10.0% | +6.0% |
| YTD | +5.7% | +4.0% | +1.7% | +4.7% |
| 1Y | +9.0% | +25.5% | -16.5% | +5.6% |
| 3Y | +340.5% | +125.1% | +215.4% | +291.6% |
| 5Y | +711.1% | +140.3% | +570.7% | +611.1% |
| All | +711.1% | +140.7% | +570.3% | +611.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling