+36.6%
DIS vs UTHR
+363.8%
-327.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.6% | -1.6% | +1.5% |
| 7D | +5.3% | -2.3% | +7.6% | +5.6% |
| 30D | +10.2% | +6.1% | +4.2% | +9.3% |
| 3M | +13.5% | +8.1% | +5.4% | +11.9% |
| 6M | +11.1% | +3.1% | +8.0% | +10.2% |
| YTD | +5.5% | +19.5% | -14.0% | +1.9% |
| 1Y | +9.1% | +29.7% | -20.6% | +4.0% |
| 3Y | +36.0% | +162.7% | -126.7% | +11.0% |
| 5Y | -29.8% | +192.8% | -222.6% | -45.1% |
| 10Y | +36.6% | +348.1% | -311.5% | -9.6% |
| All | +36.6% | +363.8% | -327.2% | -9.6% |
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