+49.6%
PFE vs UTHR
+363.8%
-314.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.6% | -4.2% | -1.2% |
| 7D | -4.7% | -2.3% | -2.4% | -4.3% |
| 30D | +3.4% | +6.1% | -2.7% | +2.3% |
| 3M | +9.2% | +8.1% | +1.1% | +7.5% |
| 6M | +15.8% | +3.1% | +12.7% | +14.9% |
| YTD | +23.4% | +19.5% | +3.9% | +18.7% |
| 1Y | +25.8% | +29.7% | -3.9% | +19.3% |
| 3Y | +17.8% | +162.7% | -144.9% | -3.6% |
| 5Y | -20.2% | +192.8% | -213.0% | -36.6% |
| 10Y | +49.6% | +348.1% | -298.5% | +3.7% |
| All | +49.6% | +363.8% | -314.2% | +3.7% |
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