+207.4%
SHEL vs UTHR
+319.3%
-111.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.5% |
| 7D | +3.9% | +2.8% | +1.2% | +3.4% |
| 30D | +7.0% | -2.3% | +9.2% | +7.3% |
| 3M | +12.5% | -7.4% | +19.9% | +13.9% |
| 6M | +14.8% | -6.0% | +20.7% | +15.5% |
| YTD | +34.2% | +3.4% | +30.8% | +32.4% |
| 1Y | +37.0% | +27.1% | +9.9% | +30.0% |
| 3Y | +70.9% | +123.8% | -52.9% | +39.2% |
| 5Y | +192.5% | +139.6% | +52.9% | +129.1% |
| All | +207.4% | +319.3% | -111.9% | +91.9% |
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