+1,583.3%
ORCL vs UTHR
+8,226.2%
-6,642.9%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +0.9% |
| 7D | -11.2% | -6.1% | -5.0% | -10.3% |
| 30D | -18.8% | +3.1% | -22.0% | -19.2% |
| 3M | -18.8% | +5.5% | -24.2% | -19.6% |
| 6M | -39.7% | -5.8% | -33.9% | -39.5% |
| YTD | -39.6% | +15.3% | -55.0% | -41.4% |
| 1Y | -51.7% | +23.8% | -75.5% | -53.7% |
| 3Y | +10.2% | +146.3% | -136.1% | -6.6% |
| 5Y | +30.8% | +177.8% | -147.0% | +7.6% |
| 10Y | +252.1% | +392.4% | -140.3% | +155.4% |
| All | +1,583.3% | +8,226.2% | -6,642.9% | +662.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling