+286.6%
SONY vs UTHR
+313.7%
-27.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +3.0% | +1.8% |
| 7D | -2.7% | +1.9% | -4.6% | -3.0% |
| 30D | +1.5% | -2.9% | +4.4% | +1.8% |
| 3M | +13.0% | -8.9% | +21.9% | +14.3% |
| 6M | +11.2% | -8.7% | +20.0% | +12.3% |
| YTD | -6.6% | +2.0% | -8.7% | -7.5% |
| 1Y | -18.1% | +22.8% | -40.9% | -21.2% |
| 3Y | +42.1% | +120.6% | -78.5% | +20.9% |
| 5Y | +11.0% | +136.4% | -125.4% | -8.4% |
| All | +286.6% | +313.7% | -27.1% | +175.9% |
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