+696.9%
GLW vs UTHR
+8,226.2%
-7,529.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.3% | +2.7% |
| 7D | -13.9% | -6.1% | -7.8% | -12.7% |
| 30D | -35.0% | +3.1% | -38.1% | -35.3% |
| 3M | -32.4% | +5.5% | -37.8% | -33.3% |
| 6M | -41.3% | -5.8% | -35.5% | -41.0% |
| YTD | +21.8% | +15.3% | +6.5% | +17.4% |
| 1Y | +21.8% | +23.8% | -1.9% | +15.7% |
| 3Y | +307.7% | +146.3% | +161.4% | +228.3% |
| 5Y | +213.7% | +177.8% | +35.9% | +142.3% |
| 10Y | +509.3% | +392.4% | +116.9% | +303.0% |
| All | +696.9% | +8,226.2% | -7,529.3% | +201.9% |
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