+2,973.2%
LIN vs UTHR
+7,123.9%
-4,150.7%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.8% |
| 3Y | +27.6% | +113.8% | -86.2% | +15.1% |
| 5Y | +63.0% | +131.3% | -68.3% | +44.7% |
| 10Y | +359.3% | +296.7% | +62.6% | +275.5% |
| All | +2,973.2% | +7,123.9% | -4,150.7% | +2,298.1% |
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