+419.8%
TXN vs UTHR
+313.7%
+106.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.3% | +5.2% | +4.1% |
| 7D | +4.0% | +1.9% | +2.0% | +3.6% |
| 30D | -2.9% | -2.9% | 0.0% | -2.4% |
| 3M | -9.1% | -8.9% | -0.2% | -7.7% |
| 6M | +36.6% | -8.7% | +45.4% | +38.4% |
| YTD | +57.5% | +2.0% | +55.5% | +55.6% |
| 1Y | +49.5% | +22.8% | +26.7% | +41.8% |
| 3Y | +76.5% | +120.6% | -44.1% | +41.5% |
| 5Y | +62.4% | +136.4% | -74.0% | +24.7% |
| All | +419.8% | +313.7% | +106.1% | +217.7% |
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 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