-19.7%
TSN vs UTHR
+140.7%
-160.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.8% | -2.8% | -1.2% |
| 7D | -7.3% | +3.0% | -10.3% | -7.5% |
| 30D | -8.6% | -4.3% | -4.3% | -8.3% |
| 3M | -7.5% | -8.4% | +0.9% | -6.9% |
| 6M | -14.1% | -4.2% | -9.9% | -13.9% |
| YTD | -9.4% | +4.0% | -13.5% | -10.0% |
| 1Y | -4.1% | +25.5% | -29.6% | -6.5% |
| 3Y | +10.3% | +125.1% | -114.8% | -2.8% |
| 5Y | -19.7% | +140.3% | -160.0% | -33.7% |
| All | -19.7% | +140.7% | -160.5% | -33.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling