+111.0%
GME vs UTHR
+167.1%
-56.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.3% |
| 7D | +6.0% | +4.9% | +1.1% | +5.2% |
| 30D | -5.9% | +9.2% | -15.1% | -7.2% |
| 3M | +38.2% | +15.9% | +22.2% | +34.5% |
| 6M | +14.5% | +2.0% | +12.5% | +13.8% |
| YTD | +27.6% | +21.8% | +5.8% | +22.4% |
| 1Y | +19.9% | +28.6% | -8.6% | +14.0% |
| All | +111.0% | +167.1% | -56.1% | +74.4% |
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