-1.6%
PFE vs UTHR
+123.2%
-124.8%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.1% | -4.4% | -2.7% |
| 7D | -2.7% | -2.9% | +0.2% | -2.2% |
| 30D | +3.8% | -7.6% | +11.4% | +5.1% |
| 3M | +10.4% | -8.6% | +18.9% | +11.9% |
| 6M | +6.3% | +4.1% | +2.1% | +5.2% |
| YTD | +17.4% | +2.2% | +15.2% | +16.3% |
| 1Y | +21.1% | +26.2% | -5.1% | +15.8% |
| 3Y | -1.6% | +121.2% | -122.8% | -18.8% |
| All | -1.6% | +123.2% | -124.8% | -18.8% |
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