+922.9%
MSFT vs UTHR
+349.3%
+573.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.3% | -2.4% |
| 7D | +2.3% | -2.1% | +4.4% | +2.7% |
| 30D | -0.4% | +7.2% | -7.5% | -1.6% |
| 3M | +5.6% | +11.1% | -5.6% | +3.4% |
| 6M | +29.0% | +4.2% | +24.8% | +27.6% |
| YTD | +10.9% | +20.8% | -9.9% | +6.2% |
| 1Y | +6.2% | +29.7% | -23.4% | +0.3% |
| 3Y | +47.6% | +164.1% | -116.5% | +16.2% |
| 5Y | +67.9% | +190.7% | -122.7% | +26.3% |
| 10Y | +922.9% | +355.4% | +567.5% | +537.6% |
| All | +922.9% | +349.3% | +573.6% | +537.6% |
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