+31,416.6%
AVGO vs UTHR
+934.9%
+30,481.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | -3.0% | -5.4% | +2.5% | -1.7% |
| 30D | -14.4% | -6.0% | -8.4% | -13.2% |
| 3M | -14.4% | -11.0% | -3.5% | -12.2% |
| 6M | +13.1% | -0.5% | +13.7% | +12.4% |
| YTD | +3.8% | +0.1% | +3.7% | +2.7% |
| 1Y | +17.8% | +28.2% | -10.4% | +9.3% |
| 3Y | +325.3% | +113.8% | +211.4% | +231.4% |
| 5Y | +689.9% | +131.3% | +558.6% | +487.7% |
| 10Y | +2,597.0% | +296.7% | +2,300.3% | +1,493.6% |
| All | +31,416.6% | +934.9% | +30,481.7% | +12,681.8% |
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