+7.7%
GEHC vs UTHR
+81.8%
-74.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.4% |
| 7D | -7.9% | +2.8% | -10.6% | -8.2% |
| 30D | -11.7% | -2.3% | -9.4% | -11.5% |
| 3M | +0.8% | -7.4% | +8.2% | +1.6% |
| 6M | -11.6% | -6.0% | -5.6% | -11.1% |
| YTD | -21.6% | +3.4% | -25.0% | -22.1% |
| 1Y | -15.3% | +27.1% | -42.4% | -17.9% |
| 3Y | -0.5% | +123.8% | -124.3% | -14.5% |
| All | +7.7% | +81.8% | -74.1% | -4.5% |
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