+38.7%
KMB vs UTHR
+363.8%
-325.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.6% | -0.4% | +2.9% |
| 7D | +3.4% | -2.3% | +5.7% | +3.5% |
| 30D | +14.7% | +6.1% | +8.6% | +14.1% |
| 3M | +3.3% | +8.1% | -4.8% | +2.5% |
| 6M | +16.8% | +3.1% | +13.7% | +16.3% |
| YTD | +15.2% | +19.5% | -4.3% | +13.0% |
| 1Y | +13.3% | +29.7% | -16.5% | +10.3% |
| 3Y | +5.4% | +162.7% | -157.3% | -5.5% |
| 5Y | +2.7% | +192.8% | -190.1% | -9.6% |
| 10Y | +38.7% | +348.1% | -309.5% | +12.0% |
| All | +38.7% | +363.8% | -325.1% | +12.0% |
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 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