+39.1%
TMUS vs UTHR
+118.3%
-79.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -2.9% | -3.4% |
| 7D | +0.1% | -5.4% | +5.5% | +0.3% |
| 30D | +5.3% | -6.0% | +11.3% | +5.5% |
| 3M | +3.1% | -11.0% | +14.1% | +3.7% |
| 6M | -16.5% | -0.5% | -15.9% | -16.5% |
| YTD | -9.2% | +0.1% | -9.2% | -9.3% |
| 1Y | -26.5% | +28.2% | -54.6% | -28.0% |
| All | +39.1% | +118.3% | -79.2% | +26.8% |
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