+265.3%
GE vs UTHR
+8,620.1%
-8,354.9%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.3% | +0.6% |
| 7D | +5.4% | -2.1% | +7.5% | +5.7% |
| 30D | +9.6% | +7.2% | +2.5% | +8.6% |
| 3M | -7.7% | +11.1% | -18.8% | -9.2% |
| 6M | +14.0% | +4.2% | +9.8% | +13.1% |
| YTD | +10.2% | +20.8% | -10.6% | +6.7% |
| 1Y | +8.9% | +29.7% | -20.8% | +4.5% |
| 3Y | +273.7% | +164.1% | +109.5% | +220.8% |
| 5Y | +410.2% | +190.7% | +219.5% | +328.7% |
| 10Y | +157.4% | +355.4% | -198.0% | +99.7% |
| All | +265.3% | +8,620.1% | -8,354.9% | +129.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling