+22,131.9%
TSLA vs UTHR
+853.9%
+21,278.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.5% | -5.4% | -5.8% |
| 7D | +1.5% | -5.4% | +6.9% | +2.8% |
| 30D | +10.1% | -6.0% | +16.2% | +11.6% |
| 3M | -15.4% | -11.0% | -4.4% | -13.3% |
| 6M | -12.8% | -0.5% | -12.2% | -13.4% |
| YTD | -21.3% | +0.1% | -21.3% | -22.3% |
| 1Y | +4.6% | +28.2% | -23.6% | -3.1% |
| 3Y | +44.5% | +113.8% | -69.3% | +13.1% |
| 5Y | +44.8% | +131.3% | -86.5% | +8.6% |
| 10Y | +2,585.4% | +296.7% | +2,288.7% | +1,514.0% |
| All | +22,131.9% | +853.9% | +21,278.0% | +8,758.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling