-0.5%
TENB vs UTHR
+299.6%
-300.0%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.3% | -4.7% | -5.7% |
| 7D | -12.1% | +1.9% | -14.0% | -12.5% |
| 30D | -18.6% | -2.9% | -15.8% | -18.1% |
| 3M | +12.1% | -8.9% | +20.9% | +14.3% |
| 6M | +46.8% | -8.7% | +55.5% | +49.0% |
| YTD | +28.0% | +2.0% | +25.9% | +25.6% |
| 1Y | -1.4% | +22.8% | -24.2% | -8.5% |
| 3Y | -33.9% | +120.6% | -154.6% | -51.6% |
| 5Y | -34.6% | +136.4% | -171.1% | -55.3% |
| All | -0.5% | +299.6% | -300.0% | -52.7% |
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 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