+276.4%
GME vs UTHR
+319.3%
-42.9%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.6% | +3.1% | +2.6% |
| 7D | +6.0% | +2.8% | +3.3% | +5.7% |
| 30D | +8.3% | -2.3% | +10.6% | +8.6% |
| 3M | -9.1% | -7.4% | -1.7% | -8.3% |
| 6M | -16.3% | -6.0% | -10.4% | -15.9% |
| YTD | +1.5% | +3.4% | -1.9% | +0.8% |
| 1Y | -16.3% | +27.1% | -43.4% | -18.9% |
| 3Y | +15.1% | +123.8% | -108.7% | +3.7% |
| 5Y | -57.2% | +139.6% | -196.8% | -61.8% |
| All | +276.4% | +319.3% | -42.9% | +169.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling