+1,545.2%
LLY vs UTHR
+308.5%
+1,236.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.1% | -4.3% | -2.6% |
| 7D | -3.1% | -2.9% | -0.2% | -2.6% |
| 30D | -5.1% | -7.6% | +2.5% | -3.7% |
| 3M | -2.1% | -8.6% | +6.5% | -0.5% |
| 6M | +13.8% | +4.1% | +9.7% | +12.6% |
| YTD | +5.1% | +2.2% | +2.9% | +4.1% |
| 1Y | +53.1% | +26.2% | +26.9% | +45.8% |
| 3Y | +95.6% | +121.2% | -25.6% | +62.3% |
| 5Y | +361.5% | +136.5% | +225.0% | +272.7% |
| 10Y | +1,545.2% | +300.1% | +1,245.1% | +987.8% |
| All | +1,545.2% | +308.5% | +1,236.6% | +987.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling