+3.4%
GEHC vs UTHR
+123.2%
-119.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.1% | -5.2% | -3.3% |
| 7D | -5.2% | -2.9% | -2.3% | -4.9% |
| 30D | -7.0% | -7.6% | +0.6% | -6.2% |
| 3M | +3.3% | -8.6% | +11.9% | +4.3% |
| 6M | -10.0% | +4.1% | -14.1% | -10.5% |
| YTD | -18.5% | +2.2% | -20.7% | -18.9% |
| 1Y | -14.4% | +26.2% | -40.6% | -16.8% |
| 3Y | +3.4% | +121.2% | -117.8% | -12.2% |
| All | +3.4% | +123.2% | -119.7% | -12.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling