+49.3%
GSK vs UTHR
+123.2%
-73.9%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.1% | -4.8% | -3.0% |
| 7D | -4.2% | -2.9% | -1.3% | -3.8% |
| 30D | -7.5% | -7.6% | +0.1% | -6.6% |
| 3M | -3.3% | -8.6% | +5.3% | -2.2% |
| 6M | -9.3% | +4.1% | -13.5% | -9.8% |
| YTD | +1.6% | +2.2% | -0.6% | +1.2% |
| 1Y | +25.5% | +26.2% | -0.7% | +22.4% |
| 3Y | +49.3% | +121.2% | -71.9% | +32.8% |
| All | +49.3% | +123.2% | -73.9% | +32.8% |
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