+275.3%
TMUS vs UTHR
+1,978.1%
-1,702.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.5% | +1.0% |
| 7D | +3.6% | -6.1% | +9.7% | +4.7% |
| 30D | -3.4% | +3.1% | -6.5% | -4.1% |
| 3M | -9.5% | +5.5% | -14.9% | -11.0% |
| 6M | -15.2% | -5.8% | -9.4% | -14.8% |
| YTD | -18.9% | +15.3% | -34.3% | -22.3% |
| 1Y | -17.7% | +23.8% | -41.5% | -22.3% |
| 3Y | +15.6% | +146.3% | -130.7% | -9.0% |
| 5Y | +38.9% | +177.8% | -138.9% | +4.7% |
| 10Y | +245.3% | +392.4% | -147.1% | +115.7% |
| All | +275.3% | +1,978.1% | -1,702.8% | +91.4% |
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