+1,916.5%
MRVL vs UTHR
+321.8%
+1,594.7%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.8% | +2.5% | +3.9% |
| 7D | +13.8% | +3.0% | +10.8% | +13.1% |
| 30D | +12.7% | -4.3% | +17.0% | +13.8% |
| 3M | -11.9% | -8.4% | -3.5% | -10.4% |
| 6M | +153.8% | -4.2% | +158.1% | +154.1% |
| YTD | +177.0% | +4.0% | +172.9% | +171.0% |
| 1Y | +252.3% | +25.5% | +226.8% | +229.0% |
| 3Y | +325.5% | +125.1% | +200.4% | +232.7% |
| 5Y | +290.9% | +140.3% | +150.6% | +192.3% |
| All | +1,916.5% | +321.8% | +1,594.7% | +1,084.0% |
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