+169.5%
BMY vs UTHR
+8,658.1%
-8,488.5%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.1% | +1.8% |
| 7D | +2.1% | +5.2% | -3.1% | +1.5% |
| 30D | +7.0% | +9.5% | -2.5% | +6.0% |
| 3M | -0.9% | +17.9% | -18.8% | -2.8% |
| 6M | +14.9% | +2.0% | +12.9% | +14.5% |
| YTD | +22.8% | +21.3% | +1.5% | +19.8% |
| 1Y | +36.2% | +27.9% | +8.4% | +32.1% |
| 3Y | +45.7% | +162.3% | -116.7% | +29.6% |
| 5Y | +31.3% | +190.7% | -159.5% | +14.8% |
| 10Y | +60.6% | +365.5% | -304.9% | +31.2% |
| All | +169.5% | +8,658.1% | -8,488.5% | +61.0% |
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