+12,332.6%
KLAC vs UTHR
+7,277.3%
+5,055.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.1% | -0.3% | +1.4% |
| 7D | +10.6% | -2.9% | +13.5% | +11.2% |
| 30D | -4.5% | -7.6% | +3.1% | -3.1% |
| 3M | -10.3% | -8.6% | -1.7% | -8.9% |
| 6M | +40.9% | +4.1% | +36.7% | +38.8% |
| YTD | +56.1% | +2.2% | +53.9% | +54.1% |
| 1Y | +109.0% | +26.2% | +82.8% | +97.3% |
| 3Y | +288.8% | +121.2% | +167.6% | +215.8% |
| 5Y | +489.1% | +136.5% | +352.6% | +364.7% |
| 10Y | +3,041.8% | +300.1% | +2,741.7% | +2,044.0% |
| All | +12,332.6% | +7,277.3% | +5,055.3% | +3,476.4% |
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 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