+6.4%
OXY vs UTHR
+313.7%
-307.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.8% |
| 7D | +2.8% | +1.9% | +0.9% | +2.3% |
| 30D | +5.5% | -2.9% | +8.3% | +6.2% |
| 3M | +11.3% | -8.9% | +20.2% | +13.8% |
| 6M | +11.6% | -8.7% | +20.3% | +13.4% |
| YTD | +51.6% | +2.0% | +49.5% | +48.6% |
| 1Y | +36.2% | +22.8% | +13.4% | +26.3% |
| 3Y | +1.7% | +120.6% | -118.9% | -25.6% |
| 5Y | +164.5% | +136.4% | +28.0% | +82.1% |
| All | +6.4% | +313.7% | -307.3% | -45.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling