+55.0%
MSFT vs UTHR
+118.3%
-63.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -2.0% |
| 7D | -2.7% | -5.4% | +2.7% | -2.5% |
| 30D | +2.7% | -6.0% | +8.8% | +3.0% |
| 3M | +17.0% | -11.0% | +27.9% | +17.5% |
| 6M | +23.8% | -0.5% | +24.4% | +23.6% |
| YTD | +4.0% | +0.1% | +3.9% | +3.7% |
| 1Y | -0.8% | +28.2% | -29.0% | -2.3% |
| All | +55.0% | +118.3% | -63.2% | +55.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling