+15.5%
GLXY vs UTHR
+60.9%
-45.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.6% |
| 7D | +13.4% | -5.4% | +18.8% | +14.4% |
| 30D | +38.1% | -6.0% | +44.2% | +39.4% |
| 3M | -7.3% | -11.0% | +3.6% | -5.8% |
| 6M | +8.2% | -0.5% | +8.7% | +8.1% |
| YTD | +17.8% | +0.1% | +17.7% | +17.6% |
| 1Y | +14.9% | +28.2% | -13.2% | +10.7% |
| All | +15.5% | +60.9% | -45.4% | +8.3% |
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