+2,682.2%
TSLA vs UTHR
+321.8%
+2,360.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | -0.5% |
| 7D | +3.0% | +3.0% | 0.0% | +2.4% |
| 30D | +11.2% | -4.3% | +15.5% | +12.2% |
| 3M | -7.3% | -8.4% | +1.1% | -5.7% |
| 6M | -7.7% | -4.2% | -3.5% | -7.4% |
| YTD | -18.2% | +4.0% | -22.2% | -19.9% |
| 1Y | +6.0% | +25.5% | -19.5% | -0.9% |
| 3Y | +48.0% | +125.1% | -77.1% | +14.9% |
| 5Y | +46.2% | +140.3% | -94.1% | +8.9% |
| All | +2,682.2% | +321.8% | +2,360.4% | +1,531.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling