+245.5%
SLB vs UTHR
+7,123.9%
-6,878.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | +0.8% | -5.4% | +6.2% | +1.7% |
| 30D | +15.8% | -6.0% | +21.9% | +16.8% |
| 3M | -0.3% | -11.0% | +10.6% | +1.3% |
| 6M | +21.3% | -0.5% | +21.9% | +20.9% |
| YTD | +52.3% | +0.1% | +52.2% | +51.2% |
| 1Y | +63.6% | +28.2% | +35.5% | +56.1% |
| 3Y | +3.8% | +113.8% | -110.1% | -10.7% |
| 5Y | +128.6% | +131.3% | -2.7% | +92.3% |
| 10Y | -3.1% | +296.7% | -299.8% | -26.9% |
| All | +245.5% | +7,123.9% | -6,878.4% | +81.4% |
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