+480.4%
CSCO vs UTHR
+7,123.9%
-6,643.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.1% | +0.6% |
| 7D | -0.7% | -5.4% | +4.7% | +0.3% |
| 30D | -10.1% | -6.0% | -4.1% | -9.2% |
| 3M | -15.7% | -11.0% | -4.7% | -14.1% |
| 6M | +36.3% | -0.5% | +36.8% | +35.4% |
| YTD | +43.8% | +0.1% | +43.8% | +42.4% |
| 1Y | +63.9% | +28.2% | +35.8% | +54.8% |
| 3Y | +104.4% | +113.8% | -9.5% | +71.2% |
| 5Y | +111.4% | +131.3% | -20.0% | +72.0% |
| 10Y | +361.7% | +296.7% | +65.0% | +226.1% |
| All | +480.4% | +7,123.9% | -6,643.4% | +109.6% |
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