+216.5%
AZN vs UTHR
+313.7%
-97.2%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.7% | +0.6% |
| 7D | -1.6% | +1.9% | -3.5% | -1.9% |
| 30D | +1.1% | -2.9% | +3.9% | +1.5% |
| 3M | -12.1% | -8.9% | -3.3% | -10.8% |
| 6M | -17.1% | -8.7% | -8.4% | -16.0% |
| YTD | -12.0% | +2.0% | -14.0% | -12.6% |
| 1Y | -0.2% | +22.8% | -23.0% | -4.0% |
| 3Y | +26.8% | +120.6% | -93.8% | +7.2% |
| 5Y | +56.9% | +136.4% | -79.5% | +29.2% |
| All | +216.5% | +313.7% | -97.2% | +118.8% |
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