+1.1%
STZ vs UTHR
+382.4%
-381.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.7% |
| 7D | +4.9% | -6.1% | +11.0% | +5.5% |
| 30D | +20.9% | +3.1% | +17.7% | +20.5% |
| 3M | +8.0% | +5.5% | +2.5% | +7.3% |
| 6M | -5.3% | -5.8% | +0.5% | -4.9% |
| YTD | +5.9% | +15.3% | -9.4% | +3.8% |
| 1Y | +14.2% | +23.8% | -9.6% | +11.1% |
| 3Y | -37.0% | +146.3% | -183.3% | -45.2% |
| 5Y | -29.7% | +177.8% | -207.5% | -40.7% |
| All | +1.1% | +382.4% | -381.2% | -20.6% |
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