+922.5%
SYY vs UTHR
+7,123.9%
-6,201.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.7% | -1.2% |
| 7D | -2.3% | -5.4% | +3.1% | -1.9% |
| 30D | -4.9% | -6.0% | +1.1% | -4.5% |
| 3M | +8.4% | -11.0% | +19.3% | +9.3% |
| 6M | -7.4% | -0.5% | -6.8% | -7.7% |
| YTD | +11.0% | +0.1% | +10.9% | +10.4% |
| 1Y | -0.2% | +28.2% | -28.4% | -2.7% |
| 3Y | +23.8% | +113.8% | -90.0% | +14.6% |
| 5Y | +18.1% | +131.3% | -113.2% | +8.0% |
| 10Y | +94.6% | +296.7% | -202.1% | +68.0% |
| All | +922.5% | +7,123.9% | -6,201.3% | +642.6% |
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 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