+108.5%
CSCO vs UTHR
+123.2%
-14.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.2% | -0.1% |
| 7D | -0.5% | -2.9% | +2.4% | -0.5% |
| 30D | -10.1% | -7.6% | -2.5% | -10.0% |
| 3M | -11.7% | -8.6% | -3.2% | -11.6% |
| 6M | +40.1% | +4.1% | +36.0% | +39.4% |
| YTD | +43.8% | +2.2% | +41.6% | +43.1% |
| 1Y | +66.6% | +26.2% | +40.4% | +63.8% |
| 3Y | +108.5% | +121.2% | -12.7% | +95.0% |
| All | +108.5% | +123.2% | -14.6% | +95.0% |
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