+2,171.4%
TECK vs UTHR
+7,874.0%
-5,702.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | -0.3% | -5.4% | +5.1% | +1.0% |
| 30D | +4.6% | -6.0% | +10.7% | +6.2% |
| 3M | +2.8% | -11.0% | +13.8% | +5.7% |
| 6M | +24.9% | -0.5% | +25.4% | +24.3% |
| YTD | +44.7% | +0.1% | +44.7% | +43.4% |
| 1Y | +112.0% | +28.2% | +83.8% | +96.7% |
| 3Y | +67.6% | +113.8% | -46.2% | +30.1% |
| 5Y | +200.3% | +131.3% | +69.0% | +123.4% |
| 10Y | +358.2% | +296.7% | +61.5% | +179.2% |
| All | +2,171.4% | +7,874.0% | -5,702.6% | +770.6% |
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