-33.3%
OKTA vs UTHR
+135.8%
-169.1%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.3% | -1.4% | -2.6% |
| 7D | -2.4% | +1.9% | -4.4% | -2.5% |
| 30D | +13.0% | -2.9% | +15.9% | +13.3% |
| 3M | +41.7% | -8.9% | +50.6% | +42.5% |
| 6M | +105.9% | -8.7% | +114.7% | +106.5% |
| YTD | +92.6% | +2.0% | +90.5% | +91.2% |
| 1Y | +81.1% | +22.8% | +58.3% | +76.9% |
| 3Y | +84.8% | +120.6% | -35.8% | +70.9% |
| All | -33.3% | +135.8% | -169.1% | -38.5% |
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