+894.4%
MSFT vs UTHR
+362.9%
+531.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.2% | -3.5% | -2.5% |
| 7D | -6.2% | -2.1% | -4.1% | -5.9% |
| 30D | -3.7% | +8.3% | -12.0% | -5.0% |
| 3M | +3.6% | +15.5% | -11.9% | +0.8% |
| 6M | +26.8% | +4.5% | +22.3% | +25.3% |
| YTD | +8.4% | +22.2% | -13.8% | +3.6% |
| 1Y | +3.3% | +29.7% | -26.4% | -2.4% |
| 3Y | +44.3% | +167.3% | -123.0% | +13.3% |
| 5Y | +63.3% | +196.5% | -133.2% | +22.3% |
| 10Y | +894.4% | +369.0% | +525.3% | +519.7% |
| All | +894.4% | +362.9% | +531.4% | +519.7% |
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