+52,774.0%
NFLX vs UTHR
+8,308.7%
+44,465.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.1% | -1.3% |
| 7D | -0.3% | -2.1% | +1.9% | +0.1% |
| 30D | -10.0% | +7.2% | -17.2% | -11.4% |
| 3M | -17.1% | +11.1% | -28.2% | -19.4% |
| 6M | -27.7% | +4.2% | -31.9% | -28.8% |
| YTD | -32.5% | +20.8% | -53.3% | -36.1% |
| 1Y | -43.5% | +29.7% | -73.2% | -47.4% |
| 3Y | +41.4% | +164.1% | -122.7% | +8.4% |
| 5Y | -2.2% | +190.7% | -192.9% | -28.4% |
| 10Y | +448.1% | +355.4% | +92.7% | +238.9% |
| All | +52,774.0% | +8,308.7% | +44,465.3% | +14,581.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling