+64.3%
GSK vs UTHR
+168.1%
-103.8%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.4% | -1.4% |
| 7D | -1.1% | -2.1% | +1.0% | -0.9% |
| 30D | +7.8% | +8.3% | -0.4% | +6.8% |
| 3M | +0.3% | +15.5% | -15.2% | -1.5% |
| 6M | +3.4% | +4.5% | -1.1% | +2.8% |
| YTD | +5.9% | +22.2% | -16.3% | +3.2% |
| 1Y | +8.2% | +29.7% | -21.5% | +4.8% |
| All | +64.3% | +168.1% | -103.8% | +48.2% |
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