+10.6%
TMO vs UTHR
+135.8%
-125.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.3% |
| 7D | -0.6% | +1.9% | -2.6% | -0.9% |
| 30D | +1.1% | -2.9% | +4.0% | +1.5% |
| 3M | +28.3% | -8.9% | +37.2% | +29.9% |
| 6M | +23.3% | -8.7% | +32.0% | +24.5% |
| YTD | +5.5% | +2.0% | +3.4% | +4.6% |
| 1Y | +24.5% | +22.8% | +1.8% | +20.1% |
| 3Y | +19.6% | +120.6% | -101.1% | +2.2% |
| All | +10.6% | +135.8% | -125.2% | -9.5% |
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