+72.3%
MSFT vs UTHR
+140.7%
-68.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.2% | -0.6% |
| 7D | -1.0% | +3.0% | -4.0% | -1.3% |
| 30D | -2.7% | -4.3% | +1.6% | -2.3% |
| 3M | +22.1% | -8.4% | +30.5% | +22.9% |
| 6M | +20.6% | -4.2% | +24.8% | +20.7% |
| YTD | +2.3% | +4.0% | -1.7% | +1.5% |
| 1Y | -0.5% | +25.5% | -26.1% | -3.1% |
| 3Y | +50.5% | +125.1% | -74.6% | +34.9% |
| 5Y | +72.3% | +140.3% | -68.0% | +56.7% |
| All | +72.3% | +140.7% | -68.4% | +56.7% |
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 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