+3,859.7%
TMO vs UTHR
+7,408.4%
-3,548.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.3% | +0.2% |
| 7D | -0.5% | +3.0% | -3.5% | -0.9% |
| 30D | +1.0% | -4.3% | +5.3% | +1.6% |
| 3M | +22.7% | -8.4% | +31.1% | +24.1% |
| 6M | +19.0% | -4.2% | +23.2% | +19.4% |
| YTD | +4.7% | +4.0% | +0.7% | +3.6% |
| 1Y | +26.0% | +25.5% | +0.5% | +21.2% |
| 3Y | +18.0% | +125.1% | -107.1% | +2.4% |
| 5Y | +8.0% | +140.3% | -132.3% | -8.2% |
| 10Y | +333.8% | +322.5% | +11.3% | +229.4% |
| All | +3,859.7% | +7,408.4% | -3,548.7% | +2,130.9% |
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