+134.6%
TECK vs UTHR
+190.6%
-56.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.3% | -1.6% |
| 7D | -0.4% | +5.2% | -5.6% | -1.1% |
| 30D | -7.1% | +9.5% | -16.6% | -8.2% |
| 3M | -5.5% | +17.9% | -23.4% | -7.8% |
| 6M | -9.7% | +2.0% | -11.7% | -10.2% |
| YTD | +26.3% | +21.3% | +4.9% | +22.3% |
| 1Y | +44.4% | +27.9% | +16.5% | +38.8% |
| 3Y | +70.1% | +162.3% | -92.3% | +41.0% |
| All | +134.6% | +190.6% | -56.0% | +80.8% |
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