+188.8%
SHEL vs UTHR
+135.8%
+53.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.2% | +1.0% |
| 7D | +4.1% | +1.9% | +2.2% | +3.9% |
| 30D | +8.4% | -2.9% | +11.2% | +8.6% |
| 3M | +13.7% | -8.9% | +22.6% | +14.5% |
| 6M | +12.7% | -8.7% | +21.4% | +13.4% |
| YTD | +35.3% | +2.0% | +33.3% | +34.6% |
| 1Y | +39.4% | +22.8% | +16.6% | +36.4% |
| 3Y | +71.5% | +120.6% | -49.2% | +53.9% |
| All | +188.8% | +135.8% | +53.0% | +152.3% |
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