+181.0%
BMY vs UTHR
+7,123.9%
-6,942.8%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.3% | -1.8% |
| 7D | +0.4% | -5.4% | +5.8% | +0.9% |
| 30D | +5.0% | -6.0% | +11.1% | +5.7% |
| 3M | +19.4% | -11.0% | +30.4% | +20.8% |
| 6M | +9.5% | -0.5% | +10.1% | +9.4% |
| YTD | +28.1% | +0.1% | +28.0% | +27.7% |
| 1Y | +50.0% | +28.2% | +21.8% | +45.6% |
| 3Y | +24.1% | +113.8% | -89.7% | +12.9% |
| 5Y | +25.0% | +131.3% | -106.3% | +12.1% |
| 10Y | +68.7% | +296.7% | -228.1% | +40.4% |
| All | +181.0% | +7,123.9% | -6,942.8% | +71.7% |
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