+141.6%
IBM vs UTHR
+349.3%
-207.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.0% | -0.1% |
| 7D | -1.5% | -2.1% | +0.6% | -1.2% |
| 30D | +8.4% | +7.2% | +1.2% | +7.3% |
| 3M | +4.2% | +11.1% | -6.9% | +2.4% |
| 6M | +7.9% | +4.2% | +3.7% | +7.0% |
| YTD | -15.2% | +20.8% | -36.0% | -18.3% |
| 1Y | -18.7% | +29.7% | -48.4% | -22.6% |
| 3Y | +79.2% | +164.1% | -84.9% | +45.5% |
| 5Y | +144.7% | +190.7% | -45.9% | +91.3% |
| 10Y | +141.6% | +355.4% | -213.8% | +59.1% |
| All | +141.6% | +349.3% | -207.7% | +59.1% |
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