+3.4%
SLB vs UTHR
+166.1%
-162.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.5% |
| 7D | +3.5% | +5.2% | -1.7% | +3.2% |
| 30D | +6.5% | +9.5% | -3.0% | +5.9% |
| 3M | -0.2% | +17.9% | -18.2% | -1.4% |
| 6M | -5.7% | +2.0% | -7.7% | -5.7% |
| YTD | +36.8% | +21.3% | +15.5% | +34.6% |
| 1Y | +45.8% | +27.9% | +17.9% | +42.6% |
| 3Y | +3.4% | +162.3% | -159.0% | -12.1% |
| All | +3.4% | +166.1% | -162.8% | -12.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling