-23.3%
MKC vs UTHR
+23.3%
-46.6%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.4% | -1.0% |
| 7D | -5.9% | -5.4% | -0.5% | -5.9% |
| 30D | -0.9% | -6.0% | +5.2% | -0.9% |
| 3M | +12.7% | -11.0% | +23.7% | +12.8% |
| 6M | -19.3% | -0.5% | -18.8% | -18.9% |
| YTD | -22.2% | +0.1% | -22.2% | -21.7% |
| 1Y | -23.3% | +28.2% | -51.5% | -23.8% |
| All | -23.3% | +23.3% | -46.6% | -23.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling