-14.4%
SLB vs UTHR
+366.4%
-380.7%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | +2.6% | +4.9% | -2.3% | +1.4% |
| 30D | +4.4% | +9.2% | -4.8% | +2.2% |
| 3M | -2.7% | +15.9% | -18.7% | -6.5% |
| 6M | -7.5% | +2.0% | -9.5% | -8.5% |
| YTD | +34.8% | +21.8% | +13.1% | +26.6% |
| 1Y | +44.6% | +28.6% | +16.0% | +33.9% |
| 3Y | +3.2% | +166.2% | -163.1% | -25.6% |
| 5Y | +73.6% | +191.8% | -118.2% | +17.8% |
| All | -14.4% | +366.4% | -380.7% | -55.0% |
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