-18.6%
BIIB vs UTHR
+125.3%
-143.9%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.6% | -1.2% |
| 7D | -5.4% | +3.0% | -8.4% | -6.0% |
| 30D | +1.7% | -4.3% | +6.1% | +2.7% |
| 3M | +5.8% | -8.4% | +14.2% | +7.9% |
| 6M | +11.9% | -4.2% | +16.2% | +12.7% |
| YTD | +19.7% | +4.0% | +15.7% | +18.0% |
| 1Y | +46.7% | +25.5% | +21.2% | +38.5% |
| All | -18.6% | +125.3% | -143.9% | -38.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling