+81.6%
KO vs UTHR
+139.0%
-57.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.4% |
| 7D | -1.1% | +2.8% | -3.9% | -1.3% |
| 30D | +1.6% | -2.3% | +3.8% | +1.7% |
| 3M | +5.8% | -7.4% | +13.1% | +6.4% |
| 6M | +14.3% | -6.0% | +20.2% | +14.7% |
| YTD | +27.3% | +3.4% | +23.9% | +26.6% |
| 1Y | +33.2% | +27.1% | +6.1% | +29.9% |
| 3Y | +64.5% | +123.8% | -59.3% | +46.2% |
| All | +81.6% | +139.0% | -57.4% | +56.4% |
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