+11.3%
TENB vs UTHR
+307.4%
-296.1%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | -0.5% |
| 7D | -1.7% | +3.0% | -4.7% | -2.4% |
| 30D | -8.3% | -4.3% | -3.9% | -7.4% |
| 3M | +26.2% | -8.4% | +34.5% | +28.5% |
| 6M | +60.2% | -4.2% | +64.4% | +60.6% |
| YTD | +43.1% | +4.0% | +39.1% | +39.7% |
| 1Y | +9.4% | +25.5% | -16.2% | +1.0% |
| 3Y | -23.9% | +125.1% | -149.0% | -44.5% |
| 5Y | -28.2% | +140.3% | -168.6% | -51.1% |
| All | +11.3% | +307.4% | -296.1% | -47.3% |
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