+60.6%
PYPL vs UTHR
+250.6%
-190.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.9% |
| 7D | -1.1% | +4.9% | -6.0% | -2.0% |
| 30D | +3.8% | +9.2% | -5.4% | +2.0% |
| 3M | -1.3% | +15.9% | -17.2% | -4.3% |
| 6M | +29.0% | +2.0% | +27.1% | +28.0% |
| YTD | +0.7% | +21.8% | -21.0% | -3.9% |
| 1Y | -12.3% | +28.6% | -40.8% | -17.3% |
| 3Y | +7.6% | +166.2% | -158.6% | -16.1% |
| 5Y | -71.7% | +191.8% | -263.5% | -78.9% |
| 10Y | +47.1% | +367.2% | -320.1% | -9.8% |
| All | +60.6% | +250.6% | -190.1% | +8.7% |
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