+9.9%
TXT vs UTHR
+180.2%
-170.3%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.9% |
| 7D | -2.5% | -6.1% | +3.6% | -1.8% |
| 30D | +14.4% | +3.1% | +11.3% | +13.9% |
| 3M | -4.9% | +5.5% | -10.4% | -5.7% |
| 6M | -10.2% | -5.8% | -4.4% | -9.7% |
| YTD | -4.1% | +15.3% | -19.4% | -6.4% |
| 1Y | +4.0% | +23.8% | -19.8% | +0.5% |
| 3Y | +8.0% | +146.3% | -138.4% | -9.8% |
| All | +9.9% | +180.2% | -170.3% | -13.8% |
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