+423.7%
CSCO vs UTHR
+8,620.1%
-8,196.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.7% |
| 7D | -4.7% | -2.1% | -2.6% | -4.3% |
| 30D | -17.1% | +7.2% | -24.3% | -18.1% |
| 3M | -19.6% | +11.1% | -30.7% | -21.2% |
| 6M | +2.4% | +4.2% | -1.8% | +1.3% |
| YTD | +29.8% | +20.8% | +9.0% | +24.1% |
| 1Y | +38.7% | +29.7% | +9.0% | +30.9% |
| 3Y | +101.3% | +164.1% | -62.8% | +62.4% |
| 5Y | +94.8% | +190.7% | -95.8% | +52.2% |
| 10Y | +324.2% | +355.4% | -31.2% | +192.5% |
| All | +423.7% | +8,620.1% | -8,196.4% | +82.7% |
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