+61.9%
LIN vs UTHR
+133.0%
-71.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.4% | -0.9% |
| 7D | -2.1% | -5.4% | +3.3% | -1.5% |
| 30D | -2.4% | -6.0% | +3.6% | -1.8% |
| 3M | -5.6% | -11.0% | +5.4% | -4.4% |
| 6M | -3.4% | -0.5% | -2.9% | -3.6% |
| YTD | +13.1% | +0.1% | +13.0% | +12.7% |
| 1Y | +2.5% | +28.2% | -25.7% | -1.0% |
| 3Y | +27.6% | +113.8% | -86.2% | +10.7% |
| All | +61.9% | +133.0% | -71.1% | +35.5% |
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