+161.2%
PANW vs UTHR
+121.0%
+40.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.0% | -2.2% |
| 7D | -0.8% | +1.9% | -2.7% | -0.9% |
| 30D | -14.6% | -2.9% | -11.7% | -14.4% |
| 3M | +18.3% | -8.9% | +27.1% | +19.0% |
| 6M | +100.5% | -8.7% | +109.2% | +101.1% |
| YTD | +79.5% | +2.0% | +77.5% | +78.0% |
| 1Y | +66.7% | +22.8% | +43.9% | +62.2% |
| 3Y | +161.2% | +120.6% | +40.6% | +164.8% |
| All | +161.2% | +121.0% | +40.3% | +164.8% |
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 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