+89.6%
AXP vs UTHR
+179.7%
-90.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.6% | -1.1% |
| 7D | +0.6% | -6.1% | +6.7% | +1.4% |
| 30D | +5.8% | +3.1% | +2.7% | +5.4% |
| 3M | -6.0% | +5.5% | -11.5% | -6.8% |
| 6M | +0.3% | -5.8% | +6.1% | +0.9% |
| YTD | -12.3% | +15.3% | -27.6% | -14.4% |
| 1Y | -11.2% | +23.8% | -35.0% | -14.3% |
| 3Y | +117.0% | +146.3% | -29.3% | +85.8% |
| All | +89.6% | +179.7% | -90.1% | +53.5% |
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