+1,847.4%
MRVL vs UTHR
+319.3%
+1,528.1%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.6% | -2.8% | -3.3% |
| 7D | +8.7% | +2.8% | +5.9% | +8.0% |
| 30D | +6.9% | -2.3% | +9.2% | +7.5% |
| 3M | -10.1% | -7.4% | -2.7% | -8.8% |
| 6M | +143.4% | -6.0% | +149.4% | +144.7% |
| YTD | +167.5% | +3.4% | +164.1% | +162.1% |
| 1Y | +239.0% | +27.1% | +211.9% | +215.6% |
| 3Y | +311.0% | +123.8% | +187.2% | +221.7% |
| 5Y | +278.0% | +139.6% | +138.3% | +182.7% |
| All | +1,847.4% | +319.3% | +1,528.1% | +1,044.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling