+82.1%
IBM vs UTHR
+157.2%
-75.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.6% | -3.2% | +0.3% |
| 7D | -2.5% | -2.3% | -0.2% | -2.4% |
| 30D | +8.4% | +6.1% | +2.3% | +8.1% |
| 3M | +4.5% | +8.1% | -3.6% | +4.1% |
| 6M | +7.9% | +3.1% | +4.8% | +7.6% |
| YTD | -15.2% | +19.5% | -34.8% | -16.1% |
| 1Y | -17.6% | +29.7% | -47.3% | -18.7% |
| 3Y | +82.1% | +162.7% | -80.6% | +72.6% |
| All | +82.1% | +157.2% | -75.2% | +72.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling