+251.6%
ORCL vs UTHR
+363.8%
-112.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.6% | -0.5% | +2.7% |
| 7D | +0.5% | -2.3% | +2.8% | +0.8% |
| 30D | -15.3% | +6.1% | -21.3% | -16.0% |
| 3M | -18.2% | +8.1% | -26.3% | -19.2% |
| 6M | -38.4% | +3.1% | -41.5% | -38.9% |
| YTD | -37.7% | +19.5% | -57.3% | -39.8% |
| 1Y | -49.3% | +29.7% | -79.0% | -51.6% |
| 3Y | +10.6% | +162.7% | -152.1% | -8.7% |
| 5Y | +35.5% | +192.8% | -157.3% | +7.8% |
| 10Y | +251.6% | +348.1% | -96.5% | +133.4% |
| All | +251.6% | +363.8% | -112.2% | +133.4% |
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