+89.6%
AXP vs UTHR
+196.1%
-106.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.3% | -0.4% |
| 7D | -0.6% | -2.1% | +1.5% | -0.4% |
| 30D | +5.0% | +7.2% | -2.2% | +4.0% |
| 3M | -4.2% | +11.1% | -15.4% | -5.7% |
| 6M | +2.9% | +4.2% | -1.2% | +2.2% |
| YTD | -11.6% | +20.8% | -32.4% | -14.3% |
| 1Y | -11.1% | +29.7% | -40.8% | -14.7% |
| 3Y | +116.7% | +164.1% | -47.4% | +83.7% |
| 5Y | +89.6% | +190.7% | -101.1% | +51.3% |
| All | +89.6% | +196.1% | -106.5% | +51.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling