+1.5%
STLA vs UTHR
+364.7%
-363.2%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.7% | -1.0% |
| 7D | -13.8% | +5.2% | -19.0% | -14.8% |
| 30D | -10.5% | +9.5% | -20.0% | -12.5% |
| 3M | -28.9% | +17.9% | -46.8% | -31.7% |
| 6M | -49.7% | +2.0% | -51.7% | -50.2% |
| YTD | -64.9% | +21.3% | -86.2% | -67.0% |
| 1Y | -64.0% | +27.9% | -91.9% | -66.6% |
| 3Y | -77.4% | +162.3% | -239.8% | -83.3% |
| 5Y | -74.4% | +190.7% | -265.2% | -82.1% |
| All | +1.5% | +364.7% | -363.2% | -42.8% |
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