+1,874.2%
AXON vs UTHR
+299.3%
+1,574.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.5% | -3.6% | -4.1% |
| 7D | -14.2% | -5.4% | -8.8% | -13.2% |
| 30D | -15.4% | -6.0% | -9.3% | -14.5% |
| 3M | +0.5% | -11.0% | +11.5% | +2.6% |
| 6M | -9.5% | -0.5% | -9.0% | -10.4% |
| YTD | -9.2% | +0.1% | -9.3% | -10.2% |
| 1Y | -29.4% | +28.2% | -57.5% | -33.9% |
| 3Y | +139.4% | +113.8% | +25.6% | +92.0% |
| 5Y | +178.9% | +131.3% | +47.6% | +112.6% |
| All | +1,874.2% | +299.3% | +1,574.9% | +1,043.4% |
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