+44.7%
ORCL vs UTHR
+191.6%
-147.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -1.0% |
| 7D | +10.4% | +4.9% | +5.5% | +9.9% |
| 30D | -11.2% | +9.2% | -20.4% | -11.8% |
| 3M | -16.8% | +15.9% | -32.7% | -17.8% |
| 6M | -31.5% | +2.0% | -33.5% | -31.6% |
| YTD | -33.9% | +21.8% | -55.7% | -35.3% |
| 1Y | -43.3% | +28.6% | -71.8% | -44.7% |
| 3Y | +16.5% | +166.2% | -149.8% | +1.7% |
| All | +44.7% | +191.6% | -147.0% | +22.3% |
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