+16.9%
GME vs UTHR
+125.3%
-108.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.8% | +3.5% | +5.0% |
| 7D | +4.8% | +3.0% | +1.8% | +4.3% |
| 30D | +5.9% | -4.3% | +10.2% | +6.6% |
| 3M | -10.7% | -8.4% | -2.4% | -9.4% |
| 6M | -19.8% | -4.2% | -15.6% | -19.5% |
| YTD | -0.9% | +4.0% | -5.0% | -2.3% |
| 1Y | -15.7% | +25.5% | -41.2% | -19.8% |
| All | +16.9% | +125.3% | -108.4% | -15.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling