+2,896.3%
KLAC vs UTHR
+313.7%
+2,582.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.3% | +3.3% | +2.3% |
| 7D | -2.7% | +1.9% | -4.6% | -3.1% |
| 30D | -13.2% | -2.9% | -10.3% | -12.7% |
| 3M | -25.0% | -8.9% | -16.2% | -23.7% |
| 6M | +23.6% | -8.7% | +32.3% | +25.3% |
| YTD | +49.2% | +2.0% | +47.2% | +46.7% |
| 1Y | +89.3% | +22.8% | +66.5% | +77.4% |
| 3Y | +274.4% | +120.6% | +153.7% | +183.0% |
| 5Y | +440.9% | +136.4% | +304.5% | +287.3% |
| All | +2,896.3% | +313.7% | +2,582.6% | +1,550.1% |
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 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