+309.3%
TEL vs UTHR
+313.7%
-4.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.3% | +4.9% | +3.8% |
| 7D | +1.6% | +1.9% | -0.4% | +1.2% |
| 30D | -0.7% | -2.9% | +2.2% | -0.2% |
| 3M | +2.4% | -8.9% | +11.3% | +4.1% |
| 6M | +4.1% | -8.7% | +12.9% | +5.6% |
| YTD | -5.8% | +2.0% | -7.8% | -6.9% |
| 1Y | +0.9% | +22.8% | -21.9% | -4.1% |
| 3Y | +72.6% | +120.6% | -48.0% | +39.4% |
| 5Y | +57.5% | +136.4% | -78.9% | +21.8% |
| All | +309.3% | +313.7% | -4.4% | +149.4% |
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