+349.0%
TECK vs UTHR
+313.7%
+35.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.2% | +1.2% |
| 7D | -3.8% | +1.9% | -5.8% | -4.3% |
| 30D | +0.7% | -2.9% | +3.6% | +1.4% |
| 3M | +4.6% | -8.9% | +13.5% | +6.9% |
| 6M | +25.1% | -8.7% | +33.9% | +27.4% |
| YTD | +39.2% | +2.0% | +37.1% | +37.2% |
| 1Y | +60.3% | +22.8% | +37.5% | +50.3% |
| 3Y | +62.9% | +120.6% | -57.7% | +22.6% |
| 5Y | +181.5% | +136.4% | +45.0% | +100.7% |
| All | +349.0% | +313.7% | +35.3% | +143.7% |
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