+452.9%
NFLX vs UTHR
+366.4%
+86.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -2.8% |
| 7D | -4.4% | +4.9% | -9.3% | -5.1% |
| 30D | -11.0% | +9.2% | -20.2% | -12.3% |
| 3M | -15.5% | +15.9% | -31.5% | -17.7% |
| 6M | -28.5% | +2.0% | -30.5% | -29.0% |
| YTD | -33.1% | +21.8% | -54.9% | -35.9% |
| 1Y | -45.8% | +28.6% | -74.4% | -48.6% |
| 3Y | +40.2% | +166.2% | -126.1% | +12.8% |
| 5Y | -8.2% | +191.8% | -200.0% | -29.1% |
| All | +452.9% | +366.4% | +86.6% | +248.4% |
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