+1,060.5%
AXON vs UTHR
+362.9%
+697.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.2% | +3.1% | +4.0% |
| 7D | -25.6% | -2.1% | -23.5% | -25.3% |
| 30D | -23.9% | +8.3% | -32.2% | -25.0% |
| 3M | -50.4% | +15.5% | -66.0% | -51.8% |
| 6M | -20.0% | +4.5% | -24.5% | -21.0% |
| YTD | -44.5% | +22.2% | -66.7% | -47.2% |
| 1Y | -44.9% | +29.7% | -74.6% | -48.2% |
| 3Y | +44.7% | +167.3% | -122.6% | +10.7% |
| 5Y | +86.7% | +196.5% | -109.8% | +34.6% |
| 10Y | +1,060.5% | +369.0% | +691.5% | +540.0% |
| All | +1,060.5% | +362.9% | +697.5% | +540.0% |
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