+3,133.8%
STZ vs UTHR
+8,281.0%
-5,147.2%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -7.0% | +6.4% | 0.0% |
| 7D | +11.8% | -4.7% | +16.5% | +12.2% |
| 30D | +26.0% | +4.4% | +21.5% | +25.5% |
| 3M | +11.5% | +9.0% | +2.5% | +10.5% |
| 6M | -2.0% | -1.1% | -0.8% | -2.1% |
| YTD | +7.9% | +16.1% | -8.2% | +5.9% |
| 1Y | +13.9% | +26.4% | -12.5% | +10.9% |
| 3Y | -35.8% | +152.1% | -187.9% | -42.3% |
| 5Y | -28.4% | +179.6% | -208.1% | -36.7% |
| 10Y | +7.1% | +395.6% | -388.6% | -12.3% |
| All | +3,133.8% | +8,281.0% | -5,147.2% | +2,509.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling