+120.2%
AXP vs UTHR
+157.2%
-37.1%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.6% | -2.6% | +0.6% |
| 7D | -1.1% | -2.3% | +1.2% | -0.9% |
| 30D | +5.2% | +6.1% | -0.8% | +4.6% |
| 3M | -4.6% | +8.1% | -12.7% | -5.5% |
| 6M | +3.2% | +3.1% | +0.1% | +2.8% |
| YTD | -11.3% | +19.5% | -30.9% | -13.6% |
| 1Y | -11.0% | +29.7% | -40.8% | -14.1% |
| 3Y | +120.2% | +162.7% | -42.5% | +91.3% |
| All | +120.2% | +157.2% | -37.1% | +91.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling