+4,404.4%
DELL vs UTHR
+313.7%
+4,090.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -1.3% | +13.3% | +12.2% |
| 7D | +8.2% | +1.9% | +6.3% | +7.8% |
| 30D | +17.1% | -2.9% | +19.9% | +17.5% |
| 3M | +45.2% | -8.9% | +54.0% | +47.2% |
| 6M | +286.8% | -8.7% | +295.5% | +290.7% |
| YTD | +354.8% | +2.0% | +352.8% | +348.2% |
| 1Y | +358.3% | +22.8% | +335.5% | +333.5% |
| 3Y | +724.9% | +120.6% | +604.3% | +559.7% |
| 5Y | +1,193.7% | +136.4% | +1,057.3% | +896.3% |
| All | +4,404.4% | +313.7% | +4,090.7% | +2,614.6% |
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 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