-0.6%
KMB vs UTHR
+179.7%
-180.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.2% | -1.8% |
| 7D | +0.5% | -6.1% | +6.6% | +0.8% |
| 30D | +12.4% | +3.1% | +9.3% | +12.1% |
| 3M | +1.0% | +5.5% | -4.5% | +0.6% |
| 6M | +12.1% | -5.8% | +18.0% | +12.5% |
| YTD | +11.6% | +15.3% | -3.7% | +10.1% |
| 1Y | +13.1% | +23.8% | -10.7% | +10.9% |
| 3Y | +1.6% | +146.3% | -144.7% | -9.3% |
| All | -0.6% | +179.7% | -180.3% | -13.9% |
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