+9.3%
SONY vs UTHR
+138.8%
-129.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.4% |
| 7D | -5.8% | +2.8% | -8.5% | -6.0% |
| 30D | -0.4% | -2.3% | +1.9% | -0.2% |
| 3M | +13.3% | -7.4% | +20.7% | +13.9% |
| 6M | +8.5% | -6.0% | +14.5% | +8.9% |
| YTD | -8.1% | +3.4% | -11.5% | -8.6% |
| 1Y | -17.9% | +27.1% | -45.0% | -19.9% |
| 3Y | +41.4% | +123.8% | -82.4% | +27.2% |
| 5Y | +9.3% | +139.6% | -130.4% | -5.7% |
| All | +9.3% | +138.8% | -129.5% | -5.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling