+505.6%
MA vs UTHR
+308.5%
+197.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.1% | -3.6% | -1.8% |
| 7D | -1.8% | -2.9% | +1.1% | -1.3% |
| 30D | +1.4% | -7.6% | +9.0% | +2.6% |
| 3M | +17.7% | -8.6% | +26.3% | +19.3% |
| 6M | +9.7% | +4.1% | +5.5% | +8.4% |
| YTD | +0.5% | +2.2% | -1.7% | -0.5% |
| 1Y | -2.1% | +26.2% | -28.3% | -6.7% |
| 3Y | +40.1% | +121.2% | -81.1% | +15.8% |
| 5Y | +67.5% | +136.5% | -69.0% | +33.5% |
| 10Y | +505.6% | +300.1% | +205.5% | +290.9% |
| All | +505.6% | +308.5% | +197.1% | +290.9% |
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