-25.6%
TGT vs UTHR
+138.8%
-164.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.6% | -1.1% |
| 7D | -5.0% | +2.8% | -7.8% | -5.3% |
| 30D | +3.0% | -2.3% | +5.3% | +3.2% |
| 3M | +22.6% | -7.4% | +30.0% | +23.3% |
| 6M | +31.2% | -6.0% | +37.2% | +31.7% |
| YTD | +63.7% | +3.4% | +60.3% | +62.7% |
| 1Y | +78.5% | +27.1% | +51.4% | +73.8% |
| 3Y | +40.5% | +123.8% | -83.3% | +23.6% |
| 5Y | -25.6% | +139.6% | -165.2% | -35.5% |
| All | -25.6% | +138.8% | -164.3% | -35.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling