+1,428.1%
GME vs UTHR
+10,181.2%
-8,753.1%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | +2.9% | +5.2% | -2.3% | +2.0% |
| 30D | -4.8% | +9.5% | -14.3% | -6.2% |
| 3M | +39.2% | +17.9% | +21.3% | +35.0% |
| 6M | +17.1% | +2.0% | +15.1% | +16.3% |
| YTD | +28.7% | +21.3% | +7.4% | +23.6% |
| 1Y | +23.3% | +27.9% | -4.5% | +17.4% |
| 3Y | +112.9% | +162.3% | -49.4% | +75.9% |
| 5Y | -48.8% | +190.7% | -239.6% | -58.9% |
| 10Y | +478.2% | +365.5% | +112.7% | +296.6% |
| All | +1,428.1% | +10,181.2% | -8,753.1% | +436.7% |
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