+43.0%
TMUS vs UTHR
+139.1%
-96.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | -0.1% |
| 7D | -0.3% | -2.9% | +2.6% | 0.0% |
| 30D | +3.1% | -7.6% | +10.7% | +3.9% |
| 3M | +2.4% | -8.6% | +11.0% | +3.3% |
| 6M | -17.1% | +4.1% | -21.2% | -17.8% |
| YTD | -9.1% | +2.2% | -11.3% | -9.8% |
| 1Y | -23.6% | +26.2% | -49.8% | -26.4% |
| 3Y | +38.8% | +121.2% | -82.3% | +17.8% |
| 5Y | +43.0% | +136.5% | -93.6% | +13.5% |
| All | +43.0% | +139.1% | -96.1% | +13.5% |
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