-39.8%
BABA vs UTHR
+190.6%
-230.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -13.8% | +5.2% | -19.0% | -14.2% |
| 30D | -15.1% | +9.5% | -24.6% | -16.0% |
| 3M | -22.7% | +17.9% | -40.7% | -24.3% |
| 6M | -34.7% | +2.0% | -36.7% | -35.0% |
| YTD | -35.0% | +21.3% | -56.3% | -36.7% |
| 1Y | -40.4% | +27.9% | -68.3% | -42.3% |
| 3Y | +21.9% | +162.3% | -140.4% | +4.0% |
| All | -39.8% | +190.6% | -230.4% | -50.3% |
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