+253.5%
CMCSA vs UTHR
+7,123.9%
-6,870.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | -2.1% | -5.4% | +3.3% | -1.5% |
| 30D | +7.0% | -6.0% | +13.1% | +7.7% |
| 3M | +15.1% | -11.0% | +26.1% | +16.5% |
| 6M | -15.4% | -0.5% | -14.8% | -15.6% |
| YTD | -1.9% | +0.1% | -2.0% | -2.5% |
| 1Y | -12.7% | +28.2% | -40.9% | -15.9% |
| 3Y | -31.0% | +113.8% | -144.8% | -38.5% |
| 5Y | -46.1% | +131.3% | -177.4% | -52.8% |
| 10Y | +10.8% | +296.7% | -285.9% | -11.5% |
| All | +253.5% | +7,123.9% | -6,870.4% | +130.9% |
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 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