+56.4%
TXN vs UTHR
+138.8%
-82.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -1.0% |
| 7D | +2.0% | +2.8% | -0.8% | +1.7% |
| 30D | -8.0% | -2.3% | -5.7% | -7.8% |
| 3M | -7.8% | -7.4% | -0.4% | -7.2% |
| 6M | +32.4% | -6.0% | +38.4% | +33.0% |
| YTD | +51.7% | +3.4% | +48.3% | +50.7% |
| 1Y | +44.3% | +27.1% | +17.2% | +40.1% |
| 3Y | +71.3% | +123.8% | -52.5% | +52.7% |
| 5Y | +56.4% | +139.6% | -83.2% | +36.9% |
| All | +56.4% | +138.8% | -82.3% | +36.9% |
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 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