+542.4%
GLW vs UTHR
+363.8%
+178.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +3.6% | +5.6% | +8.4% |
| 7D | -5.9% | -2.3% | -3.6% | -5.2% |
| 30D | -26.0% | +6.1% | -32.1% | -26.9% |
| 3M | -29.9% | +8.1% | -38.0% | -31.3% |
| 6M | -37.8% | +3.1% | -40.9% | -38.5% |
| YTD | +33.1% | +19.5% | +13.6% | +26.5% |
| 1Y | +36.8% | +29.7% | +7.1% | +27.4% |
| 3Y | +356.1% | +162.7% | +193.4% | +244.2% |
| 5Y | +243.8% | +192.8% | +51.0% | +144.6% |
| 10Y | +542.4% | +348.1% | +194.3% | +270.7% |
| All | +542.4% | +363.8% | +178.6% | +270.7% |
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