+1,058.6%
GLW vs UTHR
+7,123.9%
-6,065.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.5% | +6.2% | +5.8% |
| 7D | +3.8% | -5.4% | +9.2% | +4.9% |
| 30D | -1.3% | -6.0% | +4.7% | -0.2% |
| 3M | -21.8% | -11.0% | -10.8% | -20.2% |
| 6M | +6.9% | -0.5% | +7.4% | +6.4% |
| YTD | +77.2% | +0.1% | +77.1% | +76.1% |
| 1Y | +123.2% | +28.2% | +95.1% | +110.8% |
| 3Y | +400.0% | +113.8% | +286.2% | +314.9% |
| 5Y | +342.8% | +131.3% | +211.5% | +255.5% |
| 10Y | +771.4% | +296.7% | +474.7% | +502.3% |
| All | +1,058.6% | +7,123.9% | -6,065.2% | +352.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling