+81.0%
BSX vs UTHR
+313.7%
-232.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.1% | 0.0% |
| 7D | -10.1% | +1.9% | -12.0% | -10.4% |
| 30D | -16.4% | -2.9% | -13.6% | -16.1% |
| 3M | -8.9% | -8.9% | 0.0% | -7.5% |
| 6M | -38.3% | -8.7% | -29.5% | -37.5% |
| YTD | -54.9% | +2.0% | -56.9% | -55.5% |
| 1Y | -58.8% | +22.8% | -81.6% | -60.9% |
| 3Y | -21.2% | +120.6% | -141.8% | -36.3% |
| 5Y | -3.3% | +136.4% | -139.8% | -24.7% |
| All | +81.0% | +313.7% | -232.7% | +15.9% |
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