+78.9%
INFY vs UTHR
+313.7%
-234.8%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.8% | +1.6% |
| 7D | -5.4% | +1.9% | -7.3% | -5.7% |
| 30D | -9.9% | -2.9% | -7.0% | -9.5% |
| 3M | -4.6% | -8.9% | +4.3% | -3.4% |
| 6M | -18.5% | -8.7% | -9.7% | -17.6% |
| YTD | -36.5% | +2.0% | -38.6% | -37.0% |
| 1Y | -32.8% | +22.8% | -55.5% | -35.0% |
| 3Y | -32.2% | +120.6% | -152.8% | -41.1% |
| 5Y | -44.7% | +136.4% | -181.1% | -53.2% |
| All | +78.9% | +313.7% | -234.8% | +34.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling