+2,104.1%
GNRC vs UTHR
+757.7%
+1,346.4%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.8% | -3.7% | -2.3% |
| 7D | +3.2% | +3.0% | +0.2% | +2.6% |
| 30D | -9.5% | -4.3% | -5.2% | -8.8% |
| 3M | -28.5% | -8.4% | -20.2% | -27.5% |
| 6M | -10.0% | -4.2% | -5.7% | -9.8% |
| YTD | +36.7% | +4.0% | +32.7% | +34.4% |
| 1Y | +2.6% | +25.5% | -22.9% | -3.3% |
| 3Y | +61.9% | +125.1% | -63.2% | +30.2% |
| 5Y | -59.0% | +140.3% | -199.4% | -68.2% |
| 10Y | +444.8% | +322.5% | +122.3% | +250.3% |
| All | +2,104.1% | +757.7% | +1,346.4% | +935.0% |
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 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