+191.5%
GSK vs UTHR
+8,658.1%
-8,466.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | +0.2% | +5.2% | -4.9% | -0.2% |
| 30D | +5.4% | +9.5% | -4.1% | +4.5% |
| 3M | +0.9% | +17.9% | -17.0% | -0.8% |
| 6M | +0.7% | +2.0% | -1.3% | +0.4% |
| YTD | +5.6% | +21.3% | -15.7% | +3.3% |
| 1Y | +8.5% | +27.9% | -19.4% | +5.6% |
| 3Y | +63.8% | +162.3% | -98.5% | +47.5% |
| 5Y | +42.4% | +190.7% | -148.3% | +26.3% |
| 10Y | +102.3% | +365.5% | -263.2% | +68.3% |
| All | +191.5% | +8,658.1% | -8,466.6% | +55.9% |
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