+239.9%
TMUS vs UTHR
+366.4%
-126.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | +6.5% | +4.9% | +1.6% | +5.7% |
| 30D | +11.3% | +9.2% | +2.1% | +9.7% |
| 3M | -2.9% | +15.9% | -18.8% | -5.5% |
| 6M | -10.5% | +2.0% | -12.5% | -11.2% |
| YTD | -14.4% | +21.8% | -36.2% | -18.0% |
| 1Y | -17.9% | +28.6% | -46.4% | -22.1% |
| 3Y | +21.9% | +166.2% | -144.4% | -3.0% |
| 5Y | +52.1% | +191.8% | -139.7% | +16.6% |
| All | +239.9% | +366.4% | -126.5% | +121.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling