+38.8%
PYPL vs UTHR
+310.6%
-271.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.8% | -3.7% | -2.2% |
| 7D | -4.3% | +3.0% | -7.3% | -4.9% |
| 30D | -11.5% | -4.3% | -7.2% | -10.8% |
| 3M | +26.1% | -8.4% | +34.5% | +28.1% |
| 6M | +13.7% | -4.2% | +17.9% | +14.3% |
| YTD | -9.8% | +4.0% | -13.9% | -11.1% |
| 1Y | -22.1% | +25.5% | -47.6% | -26.0% |
| 3Y | -13.5% | +125.1% | -138.6% | -29.6% |
| 5Y | -81.6% | +140.3% | -221.9% | -85.6% |
| 10Y | +38.8% | +322.5% | -283.7% | -8.1% |
| All | +38.8% | +310.6% | -271.8% | -8.1% |
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