+188.3%
GSK vs UTHR
+7,123.9%
-6,935.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.9% |
| 7D | -1.8% | -5.4% | +3.6% | -1.3% |
| 30D | -2.2% | -6.0% | +3.9% | -1.6% |
| 3M | -1.8% | -11.0% | +9.2% | -0.7% |
| 6M | -10.6% | -0.5% | -10.1% | -10.7% |
| YTD | +4.4% | +0.1% | +4.4% | +4.2% |
| 1Y | +30.4% | +28.2% | +2.3% | +27.2% |
| 3Y | +60.1% | +113.8% | -53.7% | +47.1% |
| 5Y | +46.8% | +131.3% | -84.5% | +33.2% |
| 10Y | +79.2% | +296.7% | -217.5% | +51.7% |
| All | +188.3% | +7,123.9% | -6,935.6% | +57.3% |
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