+160.3%
GE vs UTHR
+368.2%
-207.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.2% | +1.2% |
| 7D | +4.0% | -2.1% | +6.1% | +4.6% |
| 30D | +11.1% | +8.3% | +2.8% | +9.0% |
| 3M | -6.7% | +15.5% | -22.3% | -10.3% |
| 6M | +14.3% | +4.5% | +9.7% | +12.5% |
| YTD | +11.7% | +22.2% | -10.5% | +5.0% |
| 1Y | +10.9% | +29.7% | -18.8% | +2.6% |
| 3Y | +279.0% | +167.3% | +111.7% | +174.9% |
| 5Y | +427.0% | +196.5% | +230.5% | +258.4% |
| All | +160.3% | +368.2% | -207.9% | +36.0% |
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 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