+28,859.3%
LRCX vs UTHR
+7,277.3%
+21,582.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.1% | +2.0% | +3.7% |
| 7D | +10.4% | -2.9% | +13.3% | +11.1% |
| 30D | +2.9% | -7.6% | +10.5% | +4.7% |
| 3M | -1.2% | -8.6% | +7.4% | +0.6% |
| 6M | +60.9% | +4.1% | +56.7% | +58.3% |
| YTD | +87.5% | +2.2% | +85.3% | +85.0% |
| 1Y | +206.6% | +26.2% | +180.5% | +187.7% |
| 3Y | +392.1% | +121.2% | +270.9% | +289.1% |
| 5Y | +478.4% | +136.5% | +341.9% | +341.4% |
| 10Y | +3,821.0% | +300.1% | +3,520.9% | +2,449.4% |
| All | +28,859.3% | +7,277.3% | +21,582.0% | +8,443.4% |
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