+45.7%
BMY vs UTHR
+166.1%
-120.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.1% | +1.8% |
| 7D | +2.1% | +5.2% | -3.1% | +1.3% |
| 30D | +7.0% | +9.5% | -2.5% | +5.5% |
| 3M | -0.9% | +17.9% | -18.8% | -3.6% |
| 6M | +14.9% | +2.0% | +12.9% | +14.4% |
| YTD | +22.8% | +21.3% | +1.5% | +18.6% |
| 1Y | +36.2% | +27.9% | +8.4% | +30.5% |
| 3Y | +45.7% | +162.3% | -116.7% | +15.1% |
| All | +45.7% | +166.1% | -120.4% | +15.1% |
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 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