+76.7%
GSK vs UTHR
+319.3%
-242.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.5% | -1.0% |
| 7D | -5.4% | +2.8% | -8.2% | -5.8% |
| 30D | -4.6% | -2.3% | -2.3% | -4.3% |
| 3M | -5.1% | -7.4% | +2.3% | -4.0% |
| 6M | -11.4% | -6.0% | -5.5% | -10.8% |
| YTD | +0.7% | +3.4% | -2.7% | -0.1% |
| 1Y | +23.0% | +27.1% | -4.1% | +18.3% |
| 3Y | +48.0% | +123.8% | -75.8% | +27.4% |
| 5Y | +48.2% | +139.6% | -91.4% | +24.7% |
| All | +76.7% | +319.3% | -242.6% | +26.4% |
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