+115.5%
IBM vs UTHR
+133.0%
-17.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.1% |
| 7D | -0.3% | -5.4% | +5.1% | +0.1% |
| 30D | +0.3% | -6.0% | +6.3% | +0.7% |
| 3M | -21.6% | -11.0% | -10.6% | -20.9% |
| 6M | -4.7% | -0.5% | -4.2% | -4.9% |
| YTD | -19.1% | +0.1% | -19.2% | -19.5% |
| 1Y | -2.5% | +28.2% | -30.7% | -5.3% |
| 3Y | +74.2% | +113.8% | -39.7% | +55.9% |
| All | +115.5% | +133.0% | -17.6% | +85.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling