+94.2%
ILMN vs UTHR
+150.6%
-56.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.7% | +3.1% | +2.5% |
| 7D | -9.7% | -6.1% | -3.6% | -9.0% |
| 30D | -20.4% | +3.1% | -23.5% | -20.6% |
| 3M | +10.0% | +5.5% | +4.6% | +9.3% |
| 6M | +49.5% | -5.8% | +55.3% | +50.6% |
| YTD | +62.5% | +15.3% | +47.2% | +59.3% |
| 1Y | +76.0% | +23.8% | +52.2% | +71.0% |
| 3Y | +94.2% | +146.3% | -52.1% | +67.4% |
| All | +94.2% | +150.6% | -56.4% | +67.4% |
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