+5.0%
SYK vs UTHR
+139.0%
-134.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.9% |
| 7D | -12.3% | +2.8% | -15.1% | -12.5% |
| 30D | -22.4% | -2.3% | -20.2% | -22.3% |
| 3M | -12.3% | -7.4% | -4.9% | -11.8% |
| 6M | -24.3% | -6.0% | -18.3% | -24.0% |
| YTD | -22.8% | +3.4% | -26.2% | -23.2% |
| 1Y | -28.8% | +27.1% | -55.9% | -30.3% |
| 3Y | -4.0% | +123.8% | -127.8% | -12.8% |
| All | +5.0% | +139.0% | -134.0% | -8.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling