+1,967.8%
STX vs UTHR
+349.3%
+1,618.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -1.9% | -1.1% |
| 7D | -17.3% | -2.1% | -15.2% | -16.7% |
| 30D | -35.9% | +7.2% | -43.1% | -36.8% |
| 3M | -37.3% | +11.1% | -48.5% | -38.8% |
| 6M | -35.8% | +4.2% | -40.0% | -36.5% |
| YTD | +82.7% | +20.8% | +61.9% | +73.9% |
| 1Y | +71.6% | +29.7% | +42.0% | +60.7% |
| 3Y | +635.3% | +164.1% | +471.1% | +478.5% |
| 5Y | +483.8% | +190.7% | +293.1% | +338.6% |
| 10Y | +1,967.8% | +355.4% | +1,612.4% | +1,201.1% |
| All | +1,967.8% | +349.3% | +1,618.4% | +1,201.1% |
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