+456.2%
SHEL vs UTHR
+7,277.3%
-6,821.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.1% | +0.4% | +2.3% |
| 7D | +1.9% | -2.9% | +4.8% | +2.2% |
| 30D | +8.7% | -7.6% | +16.2% | +9.5% |
| 3M | +11.0% | -8.6% | +19.5% | +11.9% |
| 6M | +14.6% | +4.1% | +10.4% | +13.8% |
| YTD | +33.3% | +2.2% | +31.1% | +32.5% |
| 1Y | +37.9% | +26.2% | +11.7% | +34.1% |
| 3Y | +69.7% | +121.2% | -51.4% | +53.8% |
| 5Y | +190.2% | +136.5% | +53.6% | +159.1% |
| 10Y | +197.0% | +300.1% | -103.1% | +146.9% |
| All | +456.2% | +7,277.3% | -6,821.1% | +270.1% |
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