+1,757.2%
TSM vs UTHR
+319.3%
+1,437.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.6% |
| 7D | +2.6% | +2.8% | -0.1% | +2.2% |
| 30D | +1.4% | -2.3% | +3.7% | +1.7% |
| 3M | +5.0% | -7.4% | +12.4% | +6.1% |
| 6M | +24.0% | -6.0% | +29.9% | +24.7% |
| YTD | +41.6% | +3.4% | +38.2% | +39.8% |
| 1Y | +66.2% | +27.1% | +39.1% | +58.0% |
| 3Y | +398.2% | +123.8% | +274.4% | +310.2% |
| 5Y | +277.6% | +139.6% | +138.0% | +198.8% |
| All | +1,757.2% | +319.3% | +1,437.8% | +1,138.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling