+155.8%
GRMN vs UTHR
+166.1%
-10.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.1% |
| 7D | -0.9% | +5.2% | -6.1% | -1.4% |
| 30D | +1.2% | +9.5% | -8.3% | +0.4% |
| 3M | -8.9% | +17.9% | -26.8% | -10.4% |
| 6M | +23.0% | +2.0% | +21.0% | +22.8% |
| YTD | +41.2% | +21.3% | +19.9% | +37.8% |
| 1Y | +47.5% | +27.9% | +19.6% | +42.9% |
| 3Y | +155.8% | +162.3% | -6.6% | +96.6% |
| All | +155.8% | +166.1% | -10.4% | +96.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling