+80.8%
STLD vs UTHR
+24.8%
+55.9%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.8% | -0.9% |
| 7D | +2.7% | -2.9% | +5.5% | +2.9% |
| 30D | -8.4% | -7.6% | -0.9% | -7.8% |
| 3M | -9.9% | -8.6% | -1.3% | -9.1% |
| 6M | +33.0% | +4.1% | +28.9% | +32.5% |
| YTD | +42.6% | +2.2% | +40.4% | +42.3% |
| 1Y | +80.8% | +26.2% | +54.6% | +83.7% |
| All | +80.8% | +24.8% | +55.9% | +83.7% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling