-20.2%
IBM vs UTHR
+30.1%
-50.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.4% |
| 7D | -0.3% | +4.9% | -5.2% | -0.5% |
| 30D | +6.8% | +9.2% | -2.4% | +6.5% |
| 3M | +4.4% | +15.9% | -11.5% | +4.2% |
| 6M | +13.2% | +2.0% | +11.2% | +12.4% |
| YTD | -15.1% | +21.8% | -36.9% | -16.8% |
| 1Y | -20.2% | +28.6% | -48.7% | -21.1% |
| All | -20.2% | +30.1% | -50.3% | -21.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling