+5,214.8%
GRMN vs UTHR
+6,325.4%
-1,110.6%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.6% | -0.8% |
| 7D | +0.2% | -2.9% | +3.1% | +0.6% |
| 30D | -11.3% | -7.6% | -3.7% | -10.2% |
| 3M | +17.7% | -8.6% | +26.3% | +19.3% |
| 6M | +14.2% | +4.1% | +10.0% | +12.8% |
| YTD | +37.0% | +2.2% | +34.8% | +35.5% |
| 1Y | +17.0% | +26.2% | -9.2% | +11.2% |
| 3Y | +183.2% | +121.2% | +62.0% | +139.4% |
| 5Y | +77.3% | +136.5% | -59.3% | +46.0% |
| 10Y | +630.9% | +300.1% | +330.8% | +427.1% |
| All | +5,214.8% | +6,325.4% | -1,110.6% | +2,347.1% |
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 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