-29.7%
BIIB vs UTHR
+140.2%
-169.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.6% | -1.3% |
| 7D | -5.4% | +3.0% | -8.4% | -6.1% |
| 30D | +1.7% | -4.3% | +6.1% | +2.9% |
| 3M | +5.8% | -8.4% | +14.2% | +8.2% |
| 6M | +11.9% | -4.2% | +16.2% | +12.8% |
| YTD | +19.7% | +4.0% | +15.7% | +17.5% |
| 1Y | +46.7% | +25.5% | +21.2% | +36.4% |
| 3Y | -18.6% | +125.1% | -143.8% | -40.5% |
| All | -29.7% | +140.2% | -169.9% | -51.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling