+111.5%
SYY vs UTHR
+319.3%
-207.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.0% |
| 7D | +1.5% | +2.8% | -1.3% | +1.1% |
| 30D | -2.3% | -2.3% | -0.1% | -2.0% |
| 3M | +5.5% | -7.4% | +12.9% | +6.7% |
| 6M | -1.0% | -6.0% | +5.0% | -0.6% |
| YTD | +14.1% | +3.4% | +10.7% | +12.1% |
| 1Y | +5.6% | +27.1% | -21.5% | -0.3% |
| 3Y | +27.9% | +123.8% | -95.9% | +3.6% |
| 5Y | +22.7% | +139.6% | -116.9% | -4.3% |
| All | +111.5% | +319.3% | -207.8% | +23.4% |
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