+677.9%
TEVA vs UTHR
+7,364.6%
-6,686.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.3% |
| 7D | -0.7% | +2.8% | -3.5% | -1.1% |
| 30D | -0.4% | -2.3% | +1.9% | -0.1% |
| 3M | +8.2% | -7.4% | +15.6% | +9.3% |
| 6M | +15.3% | -6.0% | +21.3% | +16.1% |
| YTD | +16.5% | +3.4% | +13.1% | +15.5% |
| 1Y | +85.7% | +27.1% | +58.7% | +79.0% |
| 3Y | +277.9% | +123.8% | +154.1% | +232.4% |
| 5Y | +295.5% | +139.6% | +155.9% | +241.2% |
| 10Y | -24.5% | +320.0% | -344.5% | -40.4% |
| All | +677.9% | +7,364.6% | -6,686.6% | +390.0% |
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