+3,476.8%
STX vs UTHR
+319.3%
+3,157.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -2.5% |
| 7D | +8.0% | +2.8% | +5.2% | +7.3% |
| 30D | +5.1% | -2.3% | +7.4% | +5.5% |
| 3M | +5.8% | -7.4% | +13.2% | +7.2% |
| 6M | +124.9% | -6.0% | +130.9% | +126.3% |
| YTD | +213.9% | +3.4% | +210.5% | +208.7% |
| 1Y | +350.4% | +27.1% | +323.3% | +324.4% |
| 3Y | +1,314.2% | +123.8% | +1,190.4% | +1,051.7% |
| 5Y | +1,092.8% | +139.6% | +953.2% | +834.1% |
| All | +3,476.8% | +319.3% | +3,157.5% | +2,164.7% |
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 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