-9.7%
STZ vs UTHR
+295.8%
-305.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.7% |
| 7D | -1.9% | -5.4% | +3.5% | -1.4% |
| 30D | -1.9% | -6.0% | +4.2% | -1.3% |
| 3M | -6.2% | -11.0% | +4.7% | -5.2% |
| 6M | -14.0% | -0.5% | -13.5% | -14.3% |
| YTD | -5.1% | +0.1% | -5.2% | -5.6% |
| 1Y | -9.6% | +28.2% | -37.7% | -12.6% |
| 3Y | -47.2% | +113.8% | -161.1% | -53.6% |
| 5Y | -33.6% | +131.3% | -164.9% | -43.1% |
| All | -9.7% | +295.8% | -305.5% | -33.2% |
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