+1,969.8%
INFY vs UTHR
+7,408.4%
-5,438.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.8% | -3.6% | -2.1% |
| 7D | -8.7% | +3.0% | -11.7% | -9.2% |
| 30D | -13.0% | -4.3% | -8.7% | -12.4% |
| 3M | -8.8% | -8.4% | -0.4% | -7.5% |
| 6M | -22.6% | -4.2% | -18.3% | -22.2% |
| YTD | -37.3% | +4.0% | -41.4% | -38.1% |
| 1Y | -33.4% | +25.5% | -58.9% | -36.3% |
| 3Y | -32.3% | +125.1% | -157.4% | -42.8% |
| 5Y | -45.2% | +140.3% | -185.6% | -54.9% |
| 10Y | +80.0% | +322.5% | -242.5% | +28.6% |
| All | +1,969.8% | +7,408.4% | -5,438.6% | +406.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling