+23.9%
BABA vs UTHR
+330.3%
-306.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +1.9% | +1.4% |
| 7D | +11.6% | -6.1% | +17.8% | +12.6% |
| 30D | +2.3% | +3.1% | -0.8% | +1.7% |
| 3M | -13.7% | +5.5% | -19.1% | -14.7% |
| 6M | -21.9% | -5.8% | -16.1% | -21.5% |
| YTD | -24.6% | +15.3% | -40.0% | -26.9% |
| 1Y | -34.1% | +23.8% | -57.9% | -36.9% |
| 3Y | +36.3% | +146.3% | -110.1% | +13.0% |
| 5Y | -26.7% | +177.8% | -204.5% | -41.5% |
| 10Y | +19.2% | +392.4% | -373.2% | -21.8% |
| All | +23.9% | +330.3% | -306.4% | -16.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling