+104.7%
CSCO vs UTHR
+157.2%
-52.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.6% | +1.5% | +5.0% |
| 7D | -2.9% | -2.3% | -0.6% | -2.8% |
| 30D | -16.7% | +6.1% | -22.7% | -16.7% |
| 3M | -18.4% | +8.1% | -26.5% | -18.6% |
| 6M | +2.9% | +3.1% | -0.2% | +2.8% |
| YTD | +30.4% | +19.5% | +10.9% | +29.5% |
| 1Y | +41.4% | +29.7% | +11.6% | +39.7% |
| 3Y | +104.7% | +162.7% | -58.0% | +68.0% |
| All | +104.7% | +157.2% | -52.6% | +68.0% |
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