+34.2%
DIS vs UTHR
+382.4%
-348.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.3% |
| 7D | +5.2% | -6.1% | +11.4% | +6.2% |
| 30D | +11.5% | +3.1% | +8.3% | +10.9% |
| 3M | +11.5% | +5.5% | +6.1% | +10.3% |
| 6M | +8.9% | -5.8% | +14.7% | +9.4% |
| YTD | +3.4% | +15.3% | -11.9% | +0.4% |
| 1Y | +7.2% | +23.8% | -16.6% | +2.9% |
| 3Y | +43.3% | +146.3% | -103.0% | +18.4% |
| 5Y | -31.4% | +177.8% | -209.3% | -45.9% |
| All | +34.2% | +382.4% | -348.2% | -10.6% |
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