+9.3%
GEHC vs UTHR
+82.9%
-73.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.8% | -4.2% | -2.6% |
| 7D | -7.6% | +3.0% | -10.6% | -8.0% |
| 30D | -10.7% | -4.3% | -6.3% | -10.2% |
| 3M | -1.2% | -8.4% | +7.2% | -0.3% |
| 6M | -13.7% | -4.2% | -9.5% | -13.4% |
| YTD | -20.4% | +4.0% | -24.4% | -21.0% |
| 1Y | -17.0% | +25.5% | -42.6% | -19.4% |
| 3Y | +0.9% | +125.1% | -124.2% | -13.3% |
| All | +9.3% | +82.9% | -73.6% | -3.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling