-16.6%
SLB vs UTHR
+363.8%
-380.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.6% | -2.7% | +0.1% |
| 7D | -3.7% | -2.3% | -1.4% | -3.2% |
| 30D | +2.9% | +6.1% | -3.1% | +1.5% |
| 3M | +0.2% | +8.1% | -7.9% | -2.1% |
| 6M | -4.4% | +3.1% | -7.5% | -5.7% |
| YTD | +33.4% | +19.5% | +13.9% | +25.9% |
| 1Y | +40.8% | +29.7% | +11.0% | +30.1% |
| 3Y | +3.2% | +162.7% | -159.5% | -25.4% |
| 5Y | +64.8% | +192.8% | -128.0% | +11.6% |
| 10Y | -16.6% | +348.1% | -364.7% | -56.1% |
| All | -16.6% | +363.8% | -380.3% | -56.1% |
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 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