+46.3%
LYB vs UTHR
+313.7%
-267.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.7% |
| 7D | +0.3% | +1.9% | -1.7% | -0.1% |
| 30D | +2.5% | -2.9% | +5.3% | +3.0% |
| 3M | +1.4% | -8.9% | +10.2% | +3.1% |
| 6M | -3.5% | -8.7% | +5.3% | -2.3% |
| YTD | +52.0% | +2.0% | +50.0% | +49.3% |
| 1Y | +22.1% | +22.8% | -0.7% | +14.7% |
| 3Y | -22.8% | +120.6% | -143.4% | -39.6% |
| 5Y | -3.4% | +136.4% | -139.8% | -28.0% |
| All | +46.3% | +313.7% | -267.4% | -15.7% |
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 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