+574.2%
SNPS vs UTHR
+310.6%
+263.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.5% | 0.0% |
| 7D | -5.5% | +3.0% | -8.5% | -6.0% |
| 30D | -4.5% | -4.3% | -0.2% | -3.7% |
| 3M | -15.5% | -8.4% | -7.1% | -14.2% |
| 6M | -10.1% | -4.2% | -5.8% | -9.7% |
| YTD | -16.3% | +4.0% | -20.3% | -17.4% |
| 1Y | -34.9% | +25.5% | -60.4% | -38.0% |
| 3Y | -14.4% | +125.1% | -139.5% | -29.9% |
| 5Y | +17.9% | +140.3% | -122.4% | -7.1% |
| 10Y | +574.2% | +322.5% | +251.8% | +322.2% |
| All | +574.2% | +310.6% | +263.7% | +322.2% |
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