+404.3%
META vs UTHR
+382.4%
+21.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +0.9% |
| 7D | -0.8% | -6.1% | +5.3% | +0.2% |
| 30D | -15.4% | +3.1% | -18.5% | -15.8% |
| 3M | +3.5% | +5.5% | -1.9% | +2.3% |
| 6M | -0.3% | -5.8% | +5.5% | +0.3% |
| YTD | -7.3% | +15.3% | -22.7% | -10.1% |
| 1Y | -1.1% | +23.8% | -24.9% | -5.2% |
| 3Y | +95.1% | +146.3% | -51.2% | +60.8% |
| 5Y | +80.6% | +177.8% | -97.2% | +42.8% |
| All | +404.3% | +382.4% | +21.9% | +238.9% |
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