+462.9%
META vs UTHR
+364.7%
+98.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.3% | +3.0% |
| 7D | +5.2% | +5.2% | 0.0% | +4.4% |
| 30D | -13.0% | +9.5% | -22.5% | -14.2% |
| 3M | +7.9% | +17.9% | -10.0% | +4.8% |
| 6M | +4.2% | +2.0% | +2.2% | +3.6% |
| YTD | -2.5% | +21.3% | -23.9% | -6.3% |
| 1Y | +5.6% | +27.9% | -22.3% | +0.6% |
| 3Y | +96.8% | +162.3% | -65.5% | +60.0% |
| 5Y | +90.0% | +190.7% | -100.7% | +48.6% |
| All | +462.9% | +364.7% | +98.3% | +266.9% |
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