+1,414.5%
GME vs UTHR
+10,218.4%
-8,804.0%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.3% |
| 3M | +38.2% | +15.9% | +22.2% | +34.4% |
| 6M | +14.5% | +2.0% | +12.5% | +13.7% |
| YTD | +27.6% | +21.8% | +5.8% | +22.5% |
| 1Y | +19.9% | +28.6% | -8.6% | +14.1% |
| 3Y | +104.3% | +166.2% | -61.9% | +68.4% |
| 5Y | -49.3% | +191.8% | -241.1% | -59.3% |
| 10Y | +473.0% | +367.2% | +105.8% | +292.8% |
| All | +1,414.5% | +10,218.4% | -8,804.0% | +431.6% |
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