+3,125.8%
TSLA vs UTHR
+364.7%
+2,761.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.5% | -1.7% |
| 7D | +8.9% | +5.2% | +3.7% | +7.7% |
| 30D | +6.3% | +9.5% | -3.2% | +4.3% |
| 3M | +14.8% | +17.9% | -3.2% | +10.3% |
| 6M | -12.4% | +2.0% | -14.4% | -13.1% |
| YTD | -13.2% | +21.3% | -34.6% | -18.1% |
| 1Y | -2.9% | +27.9% | -30.8% | -9.6% |
| 3Y | +74.4% | +162.3% | -87.9% | +29.5% |
| 5Y | +13.3% | +190.7% | -177.5% | -20.3% |
| All | +3,125.8% | +364.7% | +2,761.2% | +1,677.3% |
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 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