+363.4%
ORCL vs UTHR
+308.5%
+54.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.1% | +0.2% | +2.1% |
| 7D | +15.0% | -2.9% | +17.9% | +15.4% |
| 30D | +10.5% | -7.6% | +18.1% | +11.7% |
| 3M | -23.0% | -8.6% | -14.4% | -22.1% |
| 6M | +7.0% | +4.1% | +2.8% | +5.9% |
| YTD | -15.8% | +2.2% | -18.0% | -16.7% |
| 1Y | -31.1% | +26.2% | -57.3% | -34.2% |
| 3Y | +33.3% | +121.2% | -87.9% | +12.8% |
| 5Y | +94.3% | +136.5% | -42.2% | +59.8% |
| 10Y | +363.4% | +300.1% | +63.3% | +209.2% |
| All | +363.4% | +308.5% | +54.8% | +209.2% |
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