+683.8%
TEL vs UTHR
+1,407.3%
-723.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.2% | -0.2% |
| 7D | +3.0% | -5.4% | +8.4% | +4.2% |
| 30D | -3.9% | -6.0% | +2.1% | -2.7% |
| 3M | -5.1% | -11.0% | +5.9% | -2.8% |
| 6M | +0.6% | -0.5% | +1.1% | +0.2% |
| YTD | -7.3% | +0.1% | -7.4% | -8.1% |
| 1Y | +1.1% | +28.2% | -27.0% | -5.5% |
| 3Y | +63.7% | +113.8% | -50.1% | +30.8% |
| 5Y | +50.7% | +131.3% | -80.6% | +15.3% |
| 10Y | +290.2% | +296.7% | -6.6% | +144.8% |
| All | +683.8% | +1,407.3% | -723.5% | +227.7% |
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