+3,799.3%
LLY vs UTHR
+8,226.2%
-4,426.9%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.7% |
| 7D | -4.5% | -6.1% | +1.6% | -3.8% |
| 30D | +13.9% | +3.1% | +10.8% | +13.5% |
| 3M | +13.8% | +5.5% | +8.3% | +12.9% |
| 6M | +37.6% | -5.8% | +43.4% | +38.3% |
| YTD | +26.6% | +15.3% | +11.3% | +24.0% |
| 1Y | +45.3% | +23.8% | +21.6% | +41.3% |
| 3Y | +132.2% | +146.3% | -14.1% | +106.4% |
| 5Y | +434.7% | +177.8% | +256.9% | +366.4% |
| 10Y | +2,084.3% | +392.4% | +1,691.9% | +1,654.6% |
| All | +3,799.3% | +8,226.2% | -4,426.9% | +2,083.7% |
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 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