-20.7%
PFE vs UTHR
+133.0%
-153.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.2% |
| 7D | +1.8% | -5.4% | +7.2% | +2.7% |
| 30D | +10.2% | -6.0% | +16.3% | +11.4% |
| 3M | +12.7% | -11.0% | +23.7% | +14.9% |
| 6M | +10.5% | -0.5% | +11.1% | +10.2% |
| YTD | +20.2% | +0.1% | +20.1% | +19.4% |
| 1Y | +24.1% | +28.2% | -4.1% | +17.6% |
| 3Y | -3.6% | +113.8% | -117.4% | -19.8% |
| All | -20.7% | +133.0% | -153.8% | -36.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling