-49.3%
GME vs UTHR
+195.4%
-244.6%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.3% |
| 7D | +6.0% | +4.9% | +1.1% | +5.1% |
| 30D | -5.9% | +9.2% | -15.1% | -7.3% |
| 3M | +38.2% | +15.9% | +22.2% | +34.2% |
| 6M | +14.5% | +2.0% | +12.5% | +13.7% |
| YTD | +27.6% | +21.8% | +5.8% | +22.1% |
| 1Y | +19.9% | +28.6% | -8.6% | +13.6% |
| 3Y | +104.3% | +166.2% | -61.9% | +61.0% |
| 5Y | -49.3% | +191.8% | -241.1% | -62.0% |
| All | -49.3% | +195.4% | -244.6% | -62.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling