+692.8%
GOOGL vs UTHR
+364.7%
+328.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | +3.9% | +5.2% | -1.3% | +3.1% |
| 30D | -14.9% | +9.5% | -24.4% | -16.2% |
| 3M | -14.6% | +17.9% | -32.5% | -17.0% |
| 6M | -26.4% | +2.0% | -28.5% | -27.0% |
| YTD | -5.3% | +21.3% | -26.6% | -9.0% |
| 1Y | +6.5% | +27.9% | -21.4% | +1.4% |
| 3Y | +126.0% | +162.3% | -36.3% | +83.4% |
| 5Y | +100.8% | +190.7% | -89.9% | +56.1% |
| All | +692.8% | +364.7% | +328.1% | +414.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling