+382.5%
GLW vs UTHR
+139.1%
+243.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +2.1% | +5.4% | +7.2% |
| 7D | +14.0% | -2.9% | +16.9% | +14.6% |
| 30D | +0.4% | -7.6% | +7.9% | +1.6% |
| 3M | -11.3% | -8.6% | -2.8% | -10.2% |
| 6M | +35.1% | +4.1% | +30.9% | +33.4% |
| YTD | +90.5% | +2.2% | +88.3% | +89.0% |
| 1Y | +132.0% | +26.2% | +105.8% | +122.7% |
| 3Y | +463.3% | +121.2% | +342.1% | +389.8% |
| 5Y | +382.5% | +136.5% | +246.0% | +301.1% |
| All | +382.5% | +139.1% | +243.4% | +301.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling