+199.9%
SLB vs UTHR
+8,226.2%
-8,026.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.2% | +0.7% |
| 7D | -7.1% | -6.1% | -1.0% | -6.2% |
| 30D | +4.1% | +3.1% | +1.0% | +3.5% |
| 3M | -2.6% | +5.5% | -8.1% | -3.8% |
| 6M | -8.6% | -5.8% | -2.7% | -8.1% |
| YTD | +32.2% | +15.3% | +16.9% | +28.0% |
| 1Y | +40.7% | +23.8% | +16.9% | +34.7% |
| 3Y | -4.5% | +146.3% | -150.8% | -19.8% |
| 5Y | +66.4% | +177.8% | -111.4% | +35.7% |
| 10Y | -15.1% | +392.4% | -407.5% | -38.1% |
| All | +199.9% | +8,226.2% | -8,026.3% | +53.6% |
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