+125.0%
SBUX vs UTHR
+319.3%
-194.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.7% |
| 7D | -6.2% | +2.8% | -9.0% | -6.6% |
| 30D | -6.4% | -2.3% | -4.2% | -6.2% |
| 3M | +1.0% | -7.4% | +8.4% | +2.1% |
| 6M | -0.4% | -6.0% | +5.6% | +0.2% |
| YTD | +20.0% | +3.4% | +16.6% | +18.7% |
| 1Y | +22.8% | +27.1% | -4.3% | +17.5% |
| 3Y | +12.3% | +123.8% | -111.5% | -5.8% |
| 5Y | -6.4% | +139.6% | -146.0% | -23.9% |
| All | +125.0% | +319.3% | -194.3% | +47.4% |
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