+56.7%
BDX vs UTHR
+313.7%
-257.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.2% | +1.0% |
| 7D | -3.2% | +1.9% | -5.1% | -3.4% |
| 30D | -2.5% | -2.9% | +0.3% | -2.2% |
| 3M | +21.4% | -8.9% | +30.3% | +22.7% |
| 6M | +10.4% | -8.7% | +19.2% | +11.4% |
| YTD | +18.8% | +2.0% | +16.8% | +17.9% |
| 1Y | +21.7% | +22.8% | -1.1% | +17.8% |
| 3Y | -10.0% | +120.6% | -130.6% | -21.5% |
| 5Y | -1.8% | +136.4% | -138.2% | -16.4% |
| All | +56.7% | +313.7% | -257.0% | +19.6% |
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