+1,672.6%
TSM vs UTHR
+366.4%
+1,306.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.8% |
| 7D | +14.8% | +4.9% | +10.0% | +13.9% |
| 30D | -8.9% | +9.2% | -18.1% | -10.2% |
| 3M | -5.3% | +15.9% | -21.2% | -7.8% |
| 6M | +2.6% | +2.0% | +0.6% | +1.9% |
| YTD | +34.5% | +21.8% | +12.7% | +28.9% |
| 1Y | +41.0% | +28.6% | +12.5% | +33.8% |
| 3Y | +333.1% | +166.2% | +166.9% | +243.3% |
| 5Y | +270.1% | +191.8% | +78.3% | +179.7% |
| All | +1,672.6% | +366.4% | +1,306.3% | +1,024.1% |
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 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