+1,055.3%
DELL vs UTHR
+138.8%
+916.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.6% | -4.8% | -5.3% |
| 7D | -1.9% | +2.8% | -4.7% | -2.2% |
| 30D | +14.9% | -2.3% | +17.1% | +15.0% |
| 3M | +37.2% | -7.4% | +44.6% | +38.2% |
| 6M | +254.0% | -6.0% | +259.9% | +255.1% |
| YTD | +306.1% | +3.4% | +302.7% | +301.8% |
| 1Y | +312.3% | +27.1% | +285.2% | +295.7% |
| 3Y | +654.0% | +123.8% | +530.2% | +536.1% |
| 5Y | +1,055.3% | +139.6% | +915.7% | +811.9% |
| All | +1,055.3% | +138.8% | +916.6% | +811.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling