+15.7%
BABA vs UTHR
+349.3%
-333.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.6% | -2.7% |
| 7D | +2.4% | -2.1% | +4.5% | +2.5% |
| 30D | -7.8% | +7.2% | -15.0% | -8.7% |
| 3M | -22.4% | +11.1% | -33.5% | -23.7% |
| 6M | -26.0% | +4.2% | -30.2% | -26.7% |
| YTD | -29.3% | +20.8% | -50.1% | -31.5% |
| 1Y | -37.5% | +29.7% | -67.2% | -40.1% |
| 3Y | +31.9% | +164.1% | -132.2% | +11.4% |
| 5Y | -33.4% | +190.7% | -224.1% | -45.3% |
| 10Y | +15.7% | +355.4% | -339.7% | -14.6% |
| All | +15.7% | +349.3% | -333.6% | -14.6% |
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