+17.6%
BABA vs UTHR
+299.3%
-281.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.4% |
| 7D | -4.8% | -5.4% | +0.6% | -4.1% |
| 30D | -11.9% | -6.0% | -5.8% | -11.2% |
| 3M | -9.3% | -11.0% | +1.7% | -7.9% |
| 6M | -14.2% | -0.5% | -13.7% | -14.4% |
| YTD | -22.0% | +0.1% | -22.1% | -22.4% |
| 1Y | -12.7% | +28.2% | -40.9% | -16.0% |
| 3Y | +26.7% | +113.8% | -87.2% | +10.3% |
| 5Y | -29.3% | +131.3% | -160.7% | -40.1% |
| All | +17.6% | +299.3% | -281.7% | -14.1% |
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