+29,187.3%
AVGO vs UTHR
+1,149.3%
+28,038.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.1% | +2.9% | +3.7% |
| 7D | 0.0% | -2.1% | +2.1% | +0.6% |
| 30D | -8.2% | +7.2% | -15.4% | -9.6% |
| 3M | -21.3% | +11.1% | -32.4% | -23.5% |
| 6M | -22.5% | +4.2% | -26.7% | -23.7% |
| YTD | -3.6% | +20.8% | -24.4% | -9.0% |
| 1Y | -6.7% | +29.7% | -36.4% | -13.6% |
| 3Y | +258.1% | +164.1% | +94.0% | +164.9% |
| 5Y | +560.9% | +190.7% | +370.2% | +364.2% |
| 10Y | +2,475.6% | +355.4% | +2,120.2% | +1,375.7% |
| All | +29,187.3% | +1,149.3% | +28,038.0% | +11,225.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling