+13.8%
ORCL vs UTHR
+166.1%
-152.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.4% |
| 7D | +8.0% | +5.2% | +2.8% | +7.7% |
| 30D | -4.0% | +9.5% | -13.5% | -4.4% |
| 3M | -19.5% | +17.9% | -37.4% | -20.1% |
| 6M | -33.5% | +2.0% | -35.5% | -33.5% |
| YTD | -34.8% | +21.3% | -56.2% | -35.6% |
| 1Y | -41.6% | +27.9% | -69.5% | -42.5% |
| 3Y | +13.8% | +162.3% | -148.6% | +18.1% |
| All | +13.8% | +166.1% | -152.4% | +18.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling