+36.1%
ORLY vs UTHR
+124.0%
-87.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | -2.1% | +2.8% | -4.9% | -2.2% |
| 30D | -7.6% | -2.3% | -5.4% | -7.6% |
| 3M | -5.5% | -7.4% | +1.9% | -5.3% |
| 6M | -9.7% | -6.0% | -3.8% | -9.6% |
| YTD | -6.2% | +3.4% | -9.7% | -6.2% |
| 1Y | -18.6% | +27.1% | -45.7% | -19.0% |
| All | +36.1% | +124.0% | -87.9% | +34.6% |
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