+1,032.6%
GME vs UTHR
+8,380.2%
-7,347.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.2% | -0.3% |
| 7D | +7.2% | -5.4% | +12.6% | +8.2% |
| 30D | +0.8% | -6.0% | +6.8% | +1.8% |
| 3M | -14.0% | -11.0% | -3.0% | -12.4% |
| 6M | -19.7% | -0.5% | -19.2% | -20.0% |
| YTD | -4.6% | +0.1% | -4.7% | -5.2% |
| 1Y | -14.3% | +28.2% | -42.5% | -18.5% |
| 3Y | +4.0% | +113.8% | -109.8% | -10.9% |
| 5Y | -62.2% | +131.3% | -193.5% | -68.4% |
| 10Y | +241.4% | +296.7% | -55.4% | +140.4% |
| All | +1,032.6% | +8,380.2% | -7,347.6% | +311.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling