+278.0%
MRVL vs UTHR
+138.8%
+139.2%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.6% | -2.8% | -3.3% |
| 7D | +8.7% | +2.8% | +5.9% | +8.3% |
| 30D | +6.9% | -2.3% | +9.2% | +7.3% |
| 3M | -10.1% | -7.4% | -2.7% | -9.3% |
| 6M | +143.4% | -6.0% | +149.4% | +144.2% |
| YTD | +167.5% | +3.4% | +164.1% | +163.6% |
| 1Y | +239.0% | +27.1% | +211.9% | +222.6% |
| 3Y | +311.0% | +123.8% | +187.2% | +254.0% |
| 5Y | +278.0% | +139.6% | +138.3% | +236.3% |
| All | +278.0% | +138.8% | +139.2% | +236.3% |
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