+246.0%
ORCL vs UTHR
+349.3%
-103.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -1.7% |
| 7D | -6.5% | -2.1% | -4.4% | -6.2% |
| 30D | -16.6% | +7.2% | -23.7% | -17.3% |
| 3M | -21.6% | +11.1% | -32.7% | -22.9% |
| 6M | -39.4% | +4.2% | -43.5% | -39.9% |
| YTD | -38.7% | +20.8% | -59.5% | -40.8% |
| 1Y | -50.4% | +29.7% | -80.0% | -52.6% |
| 3Y | +8.1% | +164.1% | -156.0% | -10.8% |
| 5Y | +34.5% | +190.7% | -156.1% | +7.3% |
| 10Y | +246.0% | +355.4% | -109.4% | +129.4% |
| All | +246.0% | +349.3% | -103.3% | +129.4% |
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