+131.6%
IBM vs UTHR
+308.5%
-177.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.1% | -3.3% | -1.5% |
| 7D | +0.3% | -2.9% | +3.2% | +0.7% |
| 30D | -1.5% | -7.6% | +6.1% | -0.4% |
| 3M | -16.8% | -8.6% | -8.2% | -15.6% |
| 6M | -9.0% | +4.1% | -13.2% | -10.1% |
| YTD | -20.1% | +2.2% | -22.3% | -20.9% |
| 1Y | -7.0% | +26.2% | -33.2% | -11.3% |
| 3Y | +72.4% | +121.2% | -48.8% | +44.2% |
| 5Y | +112.0% | +136.5% | -24.6% | +71.7% |
| 10Y | +131.6% | +300.1% | -168.6% | +52.6% |
| All | +131.6% | +308.5% | -177.0% | +52.6% |
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