+27.2%
NFLX vs UTHR
+140.7%
-113.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.8% | -2.7% | -1.1% |
| 7D | -8.1% | +3.0% | -11.1% | -8.3% |
| 30D | -0.3% | -4.3% | +4.0% | 0.0% |
| 3M | -6.6% | -8.4% | +1.8% | -6.0% |
| 6M | -22.7% | -4.2% | -18.4% | -22.6% |
| YTD | -18.9% | +4.0% | -22.9% | -19.5% |
| 1Y | -39.8% | +25.5% | -65.3% | -41.2% |
| 3Y | +71.7% | +125.1% | -53.4% | +57.5% |
| 5Y | +27.2% | +140.3% | -113.1% | +19.5% |
| All | +27.2% | +140.7% | -113.5% | +19.5% |
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