+729.8%
BKNG vs UTHR
+7,408.4%
-6,678.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.8% | -5.6% | -4.2% |
| 7D | -13.1% | +3.0% | -16.1% | -13.7% |
| 30D | -18.5% | -4.3% | -14.2% | -17.9% |
| 3M | +5.8% | -8.4% | +14.1% | +7.5% |
| 6M | -2.1% | -4.2% | +2.1% | -1.7% |
| YTD | -18.6% | +4.0% | -22.7% | -20.0% |
| 1Y | -21.7% | +25.5% | -47.2% | -26.1% |
| 3Y | +40.9% | +125.1% | -84.2% | +14.2% |
| 5Y | +91.0% | +140.3% | -49.4% | +50.7% |
| 10Y | +213.2% | +322.5% | -109.3% | +109.3% |
| All | +729.8% | +7,408.4% | -6,678.7% | +218.5% |
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