+1,881.2%
TECK vs UTHR
+9,567.5%
-7,686.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.3% | -1.5% |
| 7D | -0.4% | +5.2% | -5.6% | -1.7% |
| 30D | -7.1% | +9.5% | -16.6% | -9.2% |
| 3M | -5.5% | +17.9% | -23.4% | -9.7% |
| 6M | -9.7% | +2.0% | -11.7% | -10.7% |
| YTD | +26.3% | +21.3% | +4.9% | +18.7% |
| 1Y | +44.4% | +27.9% | +16.5% | +33.9% |
| 3Y | +70.1% | +162.3% | -92.3% | +25.1% |
| 5Y | +125.8% | +190.7% | -65.0% | +58.2% |
| 10Y | +200.6% | +365.5% | -164.9% | +75.8% |
| All | +1,881.2% | +9,567.5% | -7,686.3% | +620.8% |
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 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