+2,650.1%
TSLA vs UTHR
+319.3%
+2,330.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.0% |
| 7D | -3.4% | +2.8% | -6.2% | -4.0% |
| 30D | +9.2% | -2.3% | +11.5% | +9.7% |
| 3M | -4.7% | -7.4% | +2.7% | -3.3% |
| 6M | -8.9% | -6.0% | -3.0% | -8.3% |
| YTD | -19.2% | +3.4% | -22.6% | -20.7% |
| 1Y | +4.5% | +27.1% | -22.5% | -2.6% |
| 3Y | +46.3% | +123.8% | -77.5% | +13.7% |
| 5Y | +48.1% | +139.6% | -91.5% | +10.4% |
| All | +2,650.1% | +319.3% | +2,330.8% | +1,514.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling