+554.2%
GLW vs UTHR
+366.4%
+187.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | +15.5% | +4.9% | +10.7% | +14.3% |
| 30D | -19.6% | +9.2% | -28.7% | -21.1% |
| 3M | -28.5% | +15.9% | -44.4% | -31.1% |
| 6M | -39.5% | +2.0% | -41.5% | -40.0% |
| YTD | +37.2% | +21.8% | +15.4% | +29.8% |
| 1Y | +35.4% | +28.6% | +6.9% | +26.4% |
| 3Y | +359.7% | +166.2% | +193.4% | +245.5% |
| 5Y | +244.0% | +191.8% | +52.2% | +145.1% |
| All | +554.2% | +366.4% | +187.8% | +275.1% |
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 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