+164.0%
PAYX vs UTHR
+313.7%
-149.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.9% | +0.8% |
| 7D | -4.9% | +1.9% | -6.8% | -5.2% |
| 30D | -3.8% | -2.9% | -0.9% | -3.4% |
| 3M | +17.9% | -8.9% | +26.7% | +19.5% |
| 6M | +26.1% | -8.7% | +34.8% | +27.4% |
| YTD | +6.7% | +2.0% | +4.7% | +5.3% |
| 1Y | -10.7% | +22.8% | -33.5% | -15.2% |
| 3Y | +7.0% | +120.6% | -113.7% | -12.8% |
| 5Y | +22.6% | +136.4% | -113.8% | -3.7% |
| All | +164.0% | +313.7% | -149.7% | +65.0% |
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