+41.2%
ILMN vs UTHR
+118.3%
-77.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.0% | -1.5% |
| 7D | +1.2% | -5.4% | +6.6% | +1.9% |
| 30D | +9.2% | -6.0% | +15.2% | +10.0% |
| 3M | +29.8% | -11.0% | +40.8% | +31.7% |
| 6M | +69.2% | -0.5% | +69.7% | +69.1% |
| YTD | +66.4% | +0.1% | +66.3% | +65.7% |
| 1Y | +123.4% | +28.2% | +95.2% | +114.4% |
| All | +41.2% | +118.3% | -77.0% | +22.7% |
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