-35.3%
CMCSA vs UTHR
+125.3%
-160.6%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +1.8% | -8.4% | -6.7% |
| 7D | -8.3% | +3.0% | -11.3% | -8.4% |
| 30D | -2.4% | -4.3% | +1.9% | -2.2% |
| 3M | +4.5% | -8.4% | +12.9% | +5.0% |
| 6M | -18.8% | -4.2% | -14.5% | -18.6% |
| YTD | -8.9% | +4.0% | -13.0% | -9.3% |
| 1Y | -18.3% | +25.5% | -43.8% | -20.1% |
| All | -35.3% | +125.3% | -160.6% | -39.8% |
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