-28.0%
ORCL vs UTHR
+23.3%
-51.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.5% | +3.6% | +3.0% |
| 7D | +5.3% | -5.4% | +10.7% | +4.6% |
| 30D | +10.0% | -6.0% | +16.0% | +9.3% |
| 3M | -32.6% | -11.0% | -21.6% | -33.3% |
| 6M | +4.9% | -0.5% | +5.5% | +5.7% |
| YTD | -17.8% | +0.1% | -17.8% | -17.1% |
| 1Y | -28.0% | +28.2% | -56.1% | -15.3% |
| All | -28.0% | +23.3% | -51.2% | -15.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling