+63.3%
LIN vs UTHR
+179.7%
-116.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.5% | -1.1% |
| 7D | +0.2% | -6.1% | +6.3% | +0.8% |
| 30D | +6.5% | +3.1% | +3.3% | +6.1% |
| 3M | +5.5% | +5.5% | 0.0% | +4.7% |
| 6M | +3.3% | -5.8% | +9.2% | +3.8% |
| YTD | +22.0% | +15.3% | +6.7% | +19.5% |
| 1Y | +25.7% | +23.8% | +2.0% | +22.1% |
| 3Y | +36.2% | +146.3% | -110.1% | +16.1% |
| All | +63.3% | +179.7% | -116.4% | +30.9% |
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