+472.0%
KO vs UTHR
+7,408.4%
-6,936.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.8% | -2.7% | -1.0% |
| 7D | -0.8% | +3.0% | -3.8% | -0.9% |
| 30D | +0.8% | -4.3% | +5.1% | +1.0% |
| 3M | +8.3% | -8.4% | +16.7% | +8.8% |
| 6M | +14.0% | -4.2% | +18.3% | +14.2% |
| YTD | +26.9% | +4.0% | +22.9% | +26.4% |
| 1Y | +32.7% | +25.5% | +7.2% | +30.7% |
| 3Y | +63.9% | +125.1% | -61.2% | +55.4% |
| 5Y | +81.7% | +140.3% | -58.6% | +71.0% |
| 10Y | +183.0% | +322.5% | -139.5% | +155.3% |
| All | +472.0% | +7,408.4% | -6,936.4% | +303.8% |
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