+117.4%
INTC vs UTHR
+366.4%
-249.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -2.0% |
| 7D | +17.1% | +4.9% | +12.3% | +15.9% |
| 30D | -40.5% | +9.2% | -49.7% | -41.6% |
| 3M | -39.4% | +15.9% | -55.3% | -41.5% |
| 6M | -49.3% | +2.0% | -51.2% | -49.7% |
| YTD | +65.9% | +21.8% | +44.1% | +56.7% |
| 1Y | +61.5% | +28.6% | +33.0% | +50.5% |
| 3Y | +59.6% | +166.2% | -106.7% | +20.2% |
| 5Y | +31.2% | +191.8% | -160.6% | -6.1% |
| All | +117.4% | +366.4% | -249.0% | +25.2% |
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