-62.1%
STLA vs UTHR
+139.1%
-201.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.1% | -5.2% | -3.4% |
| 7D | +0.7% | -2.9% | +3.6% | +1.2% |
| 30D | -2.4% | -7.6% | +5.2% | -1.1% |
| 3M | -23.9% | -8.6% | -15.3% | -22.8% |
| 6M | -24.6% | +4.1% | -28.8% | -25.5% |
| YTD | -50.5% | +2.2% | -52.7% | -51.1% |
| 1Y | -39.8% | +26.2% | -66.0% | -43.0% |
| 3Y | -65.6% | +121.2% | -186.8% | -72.1% |
| 5Y | -62.1% | +136.5% | -198.6% | -70.9% |
| All | -62.1% | +139.1% | -201.1% | -70.9% |
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 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