+627.8%
OKTA vs UTHR
+312.2%
+315.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.4% | -0.8% |
| 7D | +0.4% | +2.8% | -2.4% | -0.1% |
| 30D | +13.8% | -2.3% | +16.1% | +14.3% |
| 3M | +48.9% | -7.4% | +56.3% | +50.7% |
| 6M | +114.9% | -6.0% | +120.9% | +116.1% |
| YTD | +97.9% | +3.4% | +94.5% | +94.8% |
| 1Y | +89.7% | +27.1% | +62.6% | +78.9% |
| 3Y | +95.8% | +123.8% | -28.0% | +58.3% |
| 5Y | -32.6% | +139.6% | -172.3% | -48.0% |
| All | +627.8% | +312.2% | +315.6% | +355.3% |
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