+62.8%
META vs UTHR
+133.0%
-70.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.1% |
| 7D | +6.7% | -5.4% | +12.1% | +7.3% |
| 30D | +4.8% | -6.0% | +10.8% | +5.4% |
| 3M | -1.6% | -11.0% | +9.3% | -0.5% |
| 6M | -7.5% | -0.5% | -6.9% | -7.6% |
| YTD | -6.4% | +0.1% | -6.5% | -6.7% |
| 1Y | -17.3% | +28.2% | -45.5% | -20.0% |
| 3Y | +109.9% | +113.8% | -3.9% | +85.7% |
| All | +62.8% | +133.0% | -70.2% | +37.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling