+1,304.8%
AXON vs UTHR
+382.4%
+922.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | -0.7% | -17.5% | -18.1% |
| 7D | -26.8% | -6.1% | -20.7% | -25.8% |
| 30D | -22.9% | +3.1% | -26.0% | -23.2% |
| 3M | -40.1% | +5.5% | -45.5% | -40.7% |
| 6M | -18.9% | -5.8% | -13.1% | -18.2% |
| YTD | -44.9% | +15.3% | -60.2% | -47.0% |
| 1Y | -46.7% | +23.8% | -70.5% | -49.5% |
| 3Y | +44.3% | +146.3% | -102.0% | +12.2% |
| 5Y | +71.4% | +177.8% | -106.4% | +25.0% |
| All | +1,304.8% | +382.4% | +922.5% | +675.9% |
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