+425.7%
META vs UTHR
+363.8%
+61.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.6% | +1.5% | +4.6% |
| 7D | +5.7% | -2.3% | +8.0% | +6.1% |
| 30D | -10.8% | +6.1% | -16.8% | -11.6% |
| 3M | +8.4% | +8.1% | +0.3% | +6.8% |
| 6M | +5.4% | +3.1% | +2.3% | +4.5% |
| YTD | -2.6% | +19.5% | -22.1% | -6.0% |
| 1Y | +3.5% | +29.7% | -26.2% | -1.5% |
| 3Y | +102.0% | +162.7% | -60.7% | +64.5% |
| 5Y | +93.1% | +192.8% | -99.7% | +51.1% |
| 10Y | +425.7% | +348.1% | +77.5% | +248.3% |
| All | +425.7% | +363.8% | +61.9% | +248.3% |
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