+23.4%
REGN vs UTHR
+135.8%
-112.4%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.1% | -1.2% |
| 7D | -5.6% | +1.9% | -7.5% | -6.0% |
| 30D | -2.0% | -2.9% | +0.9% | -1.4% |
| 3M | +28.0% | -8.9% | +36.8% | +30.6% |
| 6M | +1.2% | -8.7% | +9.9% | +3.1% |
| YTD | +1.6% | +2.0% | -0.4% | +0.7% |
| 1Y | +38.2% | +22.8% | +15.5% | +31.3% |
| 3Y | -5.4% | +120.6% | -126.0% | -26.1% |
| All | +23.4% | +135.8% | -112.4% | -10.8% |
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