-70.2%
PYPL vs UTHR
+193.6%
-263.8%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | 0.0% | +1.1% |
| 7D | -1.2% | -2.1% | +0.9% | -1.0% |
| 30D | +6.1% | +8.3% | -2.2% | +5.2% |
| 3M | +1.1% | +15.5% | -14.5% | -0.7% |
| 6M | +32.7% | +4.5% | +28.2% | +31.9% |
| YTD | +2.8% | +22.2% | -19.5% | +0.1% |
| 1Y | -10.8% | +29.7% | -40.5% | -13.7% |
| 3Y | +9.8% | +167.3% | -157.5% | -6.7% |
| 5Y | -70.2% | +196.5% | -266.7% | -76.1% |
| All | -70.2% | +193.6% | -263.8% | -76.1% |
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 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