+134.7%
GLW vs UTHR
+28.4%
+106.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.8% | -0.3% | +1.0% |
| 7D | +16.9% | +3.0% | +13.9% | +16.0% |
| 30D | +7.0% | -4.3% | +11.3% | +8.1% |
| 3M | -3.0% | -8.4% | +5.4% | -0.9% |
| 6M | +31.0% | -4.2% | +35.2% | +31.6% |
| YTD | +93.4% | +4.0% | +89.4% | +88.6% |
| 1Y | +134.7% | +25.5% | +109.2% | +118.5% |
| All | +134.7% | +28.4% | +106.3% | +118.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling