+608.2%
OKTA vs UTHR
+306.7%
+301.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.3% | -1.4% | -2.5% |
| 7D | -2.4% | +1.9% | -4.4% | -2.7% |
| 30D | +13.0% | -2.9% | +15.9% | +13.7% |
| 3M | +41.7% | -8.9% | +50.6% | +43.9% |
| 6M | +105.9% | -8.7% | +114.7% | +108.2% |
| YTD | +92.6% | +2.0% | +90.5% | +90.0% |
| 1Y | +81.1% | +22.8% | +58.3% | +71.9% |
| 3Y | +84.8% | +120.6% | -35.8% | +49.8% |
| 5Y | -34.4% | +136.4% | -170.9% | -49.2% |
| All | +608.2% | +306.7% | +301.5% | +344.1% |
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