+666.0%
GRMN vs UTHR
+313.7%
+352.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.3% | +5.2% | +4.1% |
| 7D | +2.0% | +1.9% | +0.1% | +1.7% |
| 30D | -8.8% | -2.9% | -6.0% | -8.5% |
| 3M | +19.0% | -8.9% | +27.9% | +20.7% |
| 6M | +20.7% | -8.7% | +29.5% | +22.1% |
| YTD | +40.5% | +2.0% | +38.5% | +38.9% |
| 1Y | +19.1% | +22.8% | -3.7% | +13.5% |
| 3Y | +182.7% | +120.6% | +62.1% | +134.7% |
| 5Y | +82.3% | +136.4% | -54.1% | +46.4% |
| All | +666.0% | +313.7% | +352.3% | +397.0% |
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 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