+4,383.3%
TJX vs UTHR
+7,408.4%
-3,025.1%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.8% | -3.9% | -2.3% |
| 7D | -4.0% | +3.0% | -7.0% | -4.2% |
| 30D | -20.3% | -4.3% | -16.0% | -20.1% |
| 3M | -23.3% | -8.4% | -14.9% | -22.7% |
| 6M | -19.7% | -4.2% | -15.5% | -19.6% |
| YTD | -17.1% | +4.0% | -21.1% | -17.7% |
| 1Y | -8.8% | +25.5% | -34.3% | -11.1% |
| 3Y | +43.4% | +125.1% | -81.7% | +30.9% |
| 5Y | +95.2% | +140.3% | -45.1% | +76.0% |
| 10Y | +288.1% | +322.5% | -34.4% | +226.3% |
| All | +4,383.3% | +7,408.4% | -3,025.1% | +3,230.1% |
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