+72.5%
TECK vs UTHR
+125.3%
-52.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.8% | -4.0% | -2.4% |
| 7D | +4.9% | +3.0% | +1.9% | +4.6% |
| 30D | +5.2% | -4.3% | +9.5% | +5.6% |
| 3M | +13.8% | -8.4% | +22.2% | +14.6% |
| 6M | +38.5% | -4.2% | +42.7% | +39.0% |
| YTD | +47.3% | +4.0% | +43.3% | +46.7% |
| 1Y | +81.0% | +25.5% | +55.5% | +77.7% |
| All | +72.5% | +125.3% | -52.8% | +65.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling