+30.6%
ORCL vs UTHR
+179.7%
-149.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +0.9% |
| 7D | -11.2% | -6.1% | -5.0% | -10.7% |
| 30D | -18.8% | +3.1% | -22.0% | -19.0% |
| 3M | -18.8% | +5.5% | -24.2% | -19.2% |
| 6M | -39.7% | -5.8% | -33.9% | -39.5% |
| YTD | -39.6% | +15.3% | -55.0% | -40.6% |
| 1Y | -51.7% | +23.8% | -75.5% | -52.9% |
| 3Y | +10.2% | +146.3% | -136.1% | -2.9% |
| All | +30.6% | +179.7% | -149.1% | +9.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling