+140.8%
LLY vs UTHR
+166.1%
-25.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.6% | +1.3% |
| 7D | +6.7% | +5.2% | +1.6% | +6.1% |
| 30D | +19.6% | +9.5% | +10.1% | +18.4% |
| 3M | +19.7% | +17.9% | +1.8% | +17.5% |
| 6M | +42.7% | +2.0% | +40.7% | +42.4% |
| YTD | +35.1% | +21.3% | +13.8% | +32.0% |
| 1Y | +42.2% | +27.9% | +14.3% | +38.2% |
| 3Y | +140.8% | +162.3% | -21.6% | +136.7% |
| All | +140.8% | +166.1% | -25.3% | +136.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling