+15.5%
GEHC vs UTHR
+76.0%
-60.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.2% |
| 7D | -4.0% | -5.4% | +1.4% | -3.4% |
| 30D | -2.0% | -6.0% | +4.1% | -1.3% |
| 3M | +8.0% | -11.0% | +18.9% | +9.4% |
| 6M | -12.8% | -0.5% | -12.2% | -12.8% |
| YTD | -15.9% | +0.1% | -16.0% | -16.2% |
| 1Y | -6.9% | +28.2% | -35.1% | -9.9% |
| 3Y | 0.0% | +113.8% | -113.9% | -13.6% |
| All | +15.5% | +76.0% | -60.5% | +2.8% |
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