+43.5%
TJX vs UTHR
+124.0%
-80.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.3% |
| 7D | -4.4% | +2.8% | -7.1% | -4.5% |
| 30D | -18.6% | -2.3% | -16.3% | -18.5% |
| 3M | -24.4% | -7.4% | -17.0% | -24.1% |
| 6M | -20.2% | -6.0% | -14.3% | -20.0% |
| YTD | -16.9% | +3.4% | -20.3% | -17.1% |
| 1Y | -8.5% | +27.1% | -35.6% | -9.9% |
| All | +43.5% | +124.0% | -80.4% | +38.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling