+74.7%
TSLA vs UTHR
+168.1%
-93.4%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.2% | +1.7% | +2.8% |
| 7D | +1.5% | -2.1% | +3.6% | +1.8% |
| 30D | +3.4% | +8.3% | -4.9% | +2.6% |
| 3M | +17.4% | +15.5% | +1.9% | +15.6% |
| 6M | -12.2% | +4.5% | -16.7% | -12.6% |
| YTD | -13.1% | +22.2% | -35.3% | -15.5% |
| 1Y | -11.1% | +29.7% | -40.8% | -14.3% |
| All | +74.7% | +168.1% | -93.4% | +52.6% |
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