+60.7%
BMY vs UTHR
+313.7%
-253.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.2% | +0.1% |
| 7D | -4.8% | +1.9% | -6.7% | -5.1% |
| 30D | -0.1% | -2.9% | +2.8% | +0.4% |
| 3M | +13.1% | -8.9% | +22.0% | +15.1% |
| 6M | +8.4% | -8.7% | +17.1% | +10.0% |
| YTD | +22.0% | +2.0% | +19.9% | +20.8% |
| 1Y | +40.3% | +22.8% | +17.5% | +33.8% |
| 3Y | +20.5% | +120.6% | -100.1% | -0.7% |
| 5Y | +23.7% | +136.4% | -112.7% | -1.1% |
| All | +60.7% | +313.7% | -253.0% | +2.1% |
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