+366.4%
KMB vs UTHR
+7,123.9%
-6,757.5%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.6% |
| 7D | -3.0% | -5.4% | +2.4% | -2.8% |
| 30D | -5.5% | -6.0% | +0.6% | -5.2% |
| 3M | +14.0% | -11.0% | +25.0% | +14.5% |
| 6M | +4.1% | -0.5% | +4.6% | +4.0% |
| YTD | +8.0% | +0.1% | +8.0% | +7.8% |
| 1Y | -13.7% | +28.2% | -41.9% | -14.9% |
| 3Y | -5.9% | +113.8% | -119.8% | -9.8% |
| 5Y | -8.6% | +131.3% | -139.9% | -13.0% |
| 10Y | +17.3% | +296.7% | -279.4% | +8.0% |
| All | +366.4% | +7,123.9% | -6,757.5% | +230.4% |
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