+2,662.4%
DELL vs UTHR
+364.7%
+2,297.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -0.4% | -6.8% | -7.1% |
| 7D | +4.9% | +5.2% | -0.3% | +3.9% |
| 30D | -32.1% | +9.5% | -41.5% | -33.1% |
| 3M | -30.2% | +17.9% | -48.2% | -32.5% |
| 6M | +41.7% | +2.0% | +39.7% | +40.7% |
| YTD | +176.6% | +21.3% | +155.3% | +164.0% |
| 1Y | +159.9% | +27.9% | +132.1% | +145.3% |
| 3Y | +388.0% | +162.3% | +225.6% | +277.4% |
| 5Y | +578.2% | +190.7% | +387.5% | +400.4% |
| All | +2,662.4% | +364.7% | +2,297.7% | +1,535.2% |
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