+433.3%
META vs UTHR
+362.9%
+70.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.2% | -3.2% | -2.1% |
| 7D | -0.2% | -2.1% | +1.9% | +0.1% |
| 30D | -15.4% | +8.3% | -23.7% | -16.4% |
| 3M | +5.0% | +15.5% | -10.5% | +2.4% |
| 6M | +5.2% | +4.5% | +0.7% | +4.1% |
| YTD | -4.5% | +22.2% | -26.7% | -8.2% |
| 1Y | +0.6% | +29.7% | -29.1% | -4.3% |
| 3Y | +93.1% | +167.3% | -74.2% | +56.9% |
| 5Y | +93.7% | +196.5% | -102.8% | +51.5% |
| 10Y | +433.3% | +369.0% | +64.3% | +255.9% |
| All | +433.3% | +362.9% | +70.4% | +255.9% |
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