+521.6%
BBY vs UTHR
+7,408.4%
-6,886.9%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.8% | -3.2% | -1.7% |
| 7D | +1.2% | +3.0% | -1.8% | +0.8% |
| 30D | +6.8% | -4.3% | +11.1% | +7.4% |
| 3M | +18.7% | -8.4% | +27.1% | +20.0% |
| 6M | +37.3% | -4.2% | +41.5% | +37.5% |
| YTD | +35.3% | +4.0% | +31.3% | +33.5% |
| 1Y | +20.7% | +25.5% | -4.8% | +15.8% |
| 3Y | +39.4% | +125.1% | -85.7% | +20.6% |
| 5Y | -1.5% | +140.3% | -141.8% | -16.5% |
| 10Y | +239.8% | +322.5% | -82.7% | +158.1% |
| All | +521.6% | +7,408.4% | -6,886.9% | +231.4% |
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