+145.6%
PFE vs UTHR
+7,123.9%
-6,978.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.2% |
| 7D | +1.8% | -5.4% | +7.2% | +2.3% |
| 30D | +10.2% | -6.0% | +16.3% | +10.9% |
| 3M | +12.7% | -11.0% | +23.7% | +14.0% |
| 6M | +10.5% | -0.5% | +11.1% | +10.4% |
| YTD | +20.2% | +0.1% | +20.1% | +19.7% |
| 1Y | +24.1% | +28.2% | -4.1% | +20.5% |
| 3Y | -3.6% | +113.8% | -117.4% | -12.0% |
| 5Y | -20.9% | +131.3% | -152.2% | -28.8% |
| 10Y | +35.8% | +296.7% | -260.9% | +13.5% |
| All | +145.6% | +7,123.9% | -6,978.2% | +58.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling