+130.3%
MRK vs UTHR
+138.8%
-8.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.8% |
| 7D | -5.0% | +2.8% | -7.8% | -5.4% |
| 30D | +11.0% | -2.3% | +13.2% | +11.3% |
| 3M | +22.4% | -7.4% | +29.8% | +23.9% |
| 6M | +25.4% | -6.0% | +31.4% | +26.4% |
| YTD | +39.5% | +3.4% | +36.1% | +38.1% |
| 1Y | +78.0% | +27.1% | +50.9% | +70.1% |
| 3Y | +45.5% | +123.8% | -78.3% | +22.6% |
| 5Y | +130.3% | +139.6% | -9.4% | +84.5% |
| All | +130.3% | +138.8% | -8.5% | +84.5% |
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