+377.3%
CSCO vs UTHR
+310.6%
+66.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.5% | 0.0% |
| 7D | 0.0% | +3.0% | -3.0% | -0.5% |
| 30D | -10.7% | -4.3% | -6.4% | -10.1% |
| 3M | -8.7% | -8.4% | -0.4% | -7.6% |
| 6M | +44.9% | -4.2% | +49.1% | +45.1% |
| YTD | +44.1% | +4.0% | +40.1% | +41.8% |
| 1Y | +65.9% | +25.5% | +40.4% | +57.2% |
| 3Y | +109.0% | +125.1% | -16.1% | +70.1% |
| 5Y | +114.8% | +140.3% | -25.6% | +68.6% |
| 10Y | +377.3% | +322.5% | +54.9% | +195.2% |
| All | +377.3% | +310.6% | +66.8% | +195.2% |
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