+482.8%
SHEL vs UTHR
+8,658.1%
-8,175.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | +0.8% | +5.2% | -4.4% | +0.3% |
| 30D | -3.6% | +9.5% | -13.1% | -4.5% |
| 3M | +12.0% | +17.9% | -5.9% | +10.0% |
| 6M | +19.7% | +2.0% | +17.7% | +19.2% |
| YTD | +39.6% | +21.3% | +18.3% | +36.3% |
| 1Y | +36.4% | +27.9% | +8.6% | +32.4% |
| 3Y | +70.2% | +162.3% | -92.1% | +51.5% |
| 5Y | +169.2% | +190.7% | -21.5% | +135.4% |
| 10Y | +217.1% | +365.5% | -148.4% | +159.3% |
| All | +482.8% | +8,658.1% | -8,175.3% | +280.6% |
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