+430.6%
KLAC vs UTHR
+138.8%
+291.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.5% | -3.1% |
| 7D | +2.5% | +2.8% | -0.3% | +2.1% |
| 30D | -11.5% | -2.3% | -9.3% | -11.3% |
| 3M | -16.9% | -7.4% | -9.5% | -16.4% |
| 6M | +22.2% | -6.0% | +28.2% | +22.7% |
| YTD | +46.4% | +3.4% | +42.9% | +45.0% |
| 1Y | +91.0% | +27.1% | +63.9% | +84.7% |
| 3Y | +264.6% | +123.8% | +140.7% | +216.9% |
| 5Y | +430.6% | +139.6% | +291.0% | +344.4% |
| All | +430.6% | +138.8% | +291.8% | +344.4% |
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 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