-51.4%
ILMN vs UTHR
+133.0%
-184.4%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.0% | -1.4% |
| 7D | +1.2% | -5.4% | +6.6% | +2.3% |
| 30D | +9.2% | -6.0% | +15.2% | +10.4% |
| 3M | +29.8% | -11.0% | +40.8% | +32.7% |
| 6M | +69.2% | -0.5% | +69.7% | +68.7% |
| YTD | +66.4% | +0.1% | +66.3% | +65.1% |
| 1Y | +123.4% | +28.2% | +95.2% | +109.4% |
| 3Y | +33.2% | +113.8% | -80.7% | +4.4% |
| All | -51.4% | +133.0% | -184.4% | -64.1% |
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 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