+12,995.5%
TSCO vs UTHR
+7,277.3%
+5,718.2%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.1% | -1.3% | +0.6% |
| 7D | +1.7% | -2.9% | +4.5% | +2.0% |
| 30D | +2.8% | -7.6% | +10.4% | +3.6% |
| 3M | +17.9% | -8.6% | +26.5% | +18.9% |
| 6M | -28.6% | +4.1% | -32.7% | -29.1% |
| YTD | -28.0% | +2.2% | -30.2% | -28.5% |
| 1Y | -39.9% | +26.2% | -66.0% | -41.7% |
| 3Y | -14.0% | +121.2% | -135.2% | -22.5% |
| 5Y | -2.9% | +136.5% | -139.5% | -13.9% |
| 10Y | +199.5% | +300.1% | -100.6% | +145.1% |
| All | +12,995.5% | +7,277.3% | +5,718.2% | +7,178.3% |
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