+246.5%
BBY vs UTHR
+313.7%
-67.2%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.3% | +4.4% | +3.3% |
| 7D | +0.6% | +1.9% | -1.4% | +0.2% |
| 30D | +9.4% | -2.9% | +12.3% | +9.9% |
| 3M | +19.3% | -8.9% | +28.2% | +21.2% |
| 6M | +47.9% | -8.7% | +56.7% | +49.6% |
| YTD | +39.6% | +2.0% | +37.5% | +37.3% |
| 1Y | +22.2% | +22.8% | -0.6% | +15.3% |
| 3Y | +45.0% | +120.6% | -75.6% | +15.4% |
| 5Y | +2.6% | +136.4% | -133.9% | -21.6% |
| All | +246.5% | +313.7% | -67.2% | +109.6% |
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