+678.3%
DELL vs UTHR
+125.3%
+553.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.5% | +0.2% |
| 7D | +8.7% | +3.0% | +5.7% | +8.6% |
| 30D | +16.9% | -4.3% | +21.2% | +17.2% |
| 3M | +40.4% | -8.4% | +48.8% | +41.1% |
| 6M | +267.1% | -4.2% | +271.3% | +267.3% |
| YTD | +329.1% | +4.0% | +325.1% | +326.0% |
| 1Y | +346.9% | +25.5% | +321.4% | +336.3% |
| All | +678.3% | +125.3% | +553.0% | +614.0% |
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