+203.6%
TGT vs UTHR
+313.7%
-110.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.2% |
| 7D | -5.2% | +1.9% | -7.2% | -5.5% |
| 30D | +1.2% | -2.9% | +4.0% | +1.5% |
| 3M | +18.4% | -8.9% | +27.2% | +19.7% |
| 6M | +33.4% | -8.7% | +42.2% | +34.7% |
| YTD | +63.8% | +2.0% | +61.8% | +62.5% |
| 1Y | +77.2% | +22.8% | +54.4% | +70.9% |
| 3Y | +41.8% | +120.6% | -78.8% | +21.5% |
| 5Y | -25.5% | +136.4% | -162.0% | -37.8% |
| All | +203.6% | +313.7% | -110.1% | +116.4% |
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