+224.4%
MRK vs UTHR
+313.7%
-89.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.3% |
| 7D | -4.3% | +1.9% | -6.2% | -4.6% |
| 30D | +8.3% | -2.9% | +11.1% | +8.8% |
| 3M | +20.0% | -8.9% | +28.9% | +21.9% |
| 6M | +25.7% | -8.7% | +34.4% | +27.3% |
| YTD | +38.7% | +2.0% | +36.7% | +37.4% |
| 1Y | +74.7% | +22.8% | +51.9% | +67.4% |
| 3Y | +45.4% | +120.6% | -75.3% | +22.3% |
| 5Y | +129.0% | +136.4% | -7.4% | +87.9% |
| All | +224.4% | +313.7% | -89.3% | +118.7% |
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