-17.0%
MDLN vs UTHR
+1.3%
-18.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.8% | -3.6% | -1.8% |
| 7D | -6.2% | +3.0% | -9.2% | -6.2% |
| 30D | +0.7% | -4.3% | +5.0% | +0.9% |
| 3M | -5.4% | -8.4% | +2.9% | -4.9% |
| 6M | -21.6% | -4.2% | -17.3% | -21.2% |
| YTD | -18.9% | +4.0% | -22.9% | -16.6% |
| All | -17.0% | +1.3% | -18.3% | -12.5% |
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