+1,684.5%
PLTR vs UTHR
+400.0%
+1,284.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.2% | -0.6% |
| 7D | 0.0% | +3.0% | -3.0% | -0.3% |
| 30D | -3.3% | -4.3% | +1.1% | -2.8% |
| 3M | +28.4% | -8.4% | +36.7% | +29.4% |
| 6M | +8.4% | -4.2% | +12.6% | +8.5% |
| YTD | -4.6% | +4.0% | -8.6% | -5.6% |
| 1Y | +4.4% | +25.5% | -21.1% | +1.1% |
| 3Y | +1,020.5% | +125.1% | +895.4% | +911.7% |
| 5Y | +548.8% | +140.3% | +408.5% | +475.3% |
| All | +1,684.5% | +400.0% | +1,284.6% | +2,580.5% |
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 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