+1,972.8%
STX vs UTHR
+364.7%
+1,608.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -3.0% |
| 7D | +14.6% | +5.2% | +9.4% | +13.4% |
| 30D | -26.0% | +9.5% | -35.4% | -27.3% |
| 3M | -42.6% | +17.9% | -60.6% | -44.6% |
| 6M | -35.3% | +2.0% | -37.3% | -35.7% |
| YTD | +92.5% | +21.3% | +71.1% | +83.0% |
| 1Y | +102.4% | +27.9% | +74.5% | +90.2% |
| 3Y | +673.8% | +162.3% | +511.5% | +509.7% |
| 5Y | +463.1% | +190.7% | +272.3% | +323.0% |
| All | +1,972.8% | +364.7% | +1,608.2% | +1,207.6% |
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