+3,210.0%
LLY vs UTHR
+7,123.9%
-3,913.9%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.3% | -0.8% |
| 7D | -2.1% | -5.4% | +3.3% | -1.6% |
| 30D | -1.6% | -6.0% | +4.4% | -0.9% |
| 3M | +2.3% | -11.0% | +13.3% | +3.6% |
| 6M | +14.9% | -0.5% | +15.4% | +14.8% |
| YTD | +7.5% | +0.1% | +7.4% | +7.1% |
| 1Y | +55.7% | +28.2% | +27.5% | +50.9% |
| 3Y | +110.6% | +113.8% | -3.2% | +90.5% |
| 5Y | +363.4% | +131.3% | +232.1% | +313.0% |
| 10Y | +1,649.0% | +296.7% | +1,352.3% | +1,338.6% |
| All | +3,210.0% | +7,123.9% | -3,913.9% | +1,786.1% |
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