-60.1%
GME vs UTHR
+140.7%
-200.8%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +6.7% |
| 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% | -2.4% |
| 1Y | -15.7% | +25.5% | -41.2% | -20.1% |
| 3Y | +12.3% | +125.1% | -112.8% | -10.1% |
| 5Y | -60.1% | +140.3% | -200.4% | -68.4% |
| All | -60.1% | +140.7% | -200.8% | -68.4% |
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 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