+48.2%
TSLA vs UTHR
+123.2%
-75.0%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.1% | +1.9% | +3.7% |
| 7D | +3.4% | -2.9% | +6.3% | +3.7% |
| 30D | +12.0% | -7.6% | +19.6% | +13.1% |
| 3M | -10.0% | -8.6% | -1.4% | -9.1% |
| 6M | -7.2% | +4.1% | -11.3% | -8.2% |
| YTD | -18.1% | +2.2% | -20.3% | -19.0% |
| 1Y | +6.3% | +26.2% | -19.9% | +1.9% |
| 3Y | +48.2% | +121.2% | -73.0% | +24.7% |
| All | +48.2% | +123.2% | -75.0% | +24.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling