+13,268.7%
GILD vs UTHR
+7,264.6%
+6,004.1%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.6% | -0.4% |
| 7D | -4.8% | +1.9% | -6.8% | -5.3% |
| 30D | +5.8% | -2.9% | +8.6% | +6.5% |
| 3M | +14.9% | -8.9% | +23.8% | +17.4% |
| 6M | -0.4% | -8.7% | +8.4% | +1.5% |
| YTD | +18.5% | +2.0% | +16.5% | +17.1% |
| 1Y | +25.1% | +22.8% | +2.3% | +17.8% |
| 3Y | +105.9% | +120.6% | -14.7% | +62.4% |
| 5Y | +143.0% | +136.4% | +6.6% | +85.3% |
| 10Y | +162.4% | +314.4% | -152.0% | +63.9% |
| All | +13,268.7% | +7,264.6% | +6,004.1% | +2,985.1% |
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