+32.1%
GLW vs UTHR
+29.7%
+2.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -26.5% |
| 3M | -29.9% | +8.1% | -38.0% | -30.1% |
| 6M | -37.8% | +3.1% | -40.9% | -37.2% |
| YTD | +33.1% | +19.5% | +13.6% | +27.6% |
| All | +32.1% | +29.7% | +2.4% | +29.0% |
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