+155.4%
TXT vs UTHR
+8,226.2%
-8,070.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.9% |
| 7D | -2.5% | -6.1% | +3.6% | -1.6% |
| 30D | +14.4% | +3.1% | +11.3% | +13.8% |
| 3M | -4.9% | +5.5% | -10.4% | -6.0% |
| 6M | -10.2% | -5.8% | -4.4% | -9.7% |
| YTD | -4.1% | +15.3% | -19.4% | -7.1% |
| 1Y | +4.0% | +23.8% | -19.8% | -0.4% |
| 3Y | +8.0% | +146.3% | -138.4% | -9.4% |
| 5Y | +8.4% | +177.8% | -169.4% | -11.6% |
| 10Y | +116.6% | +392.4% | -275.8% | +57.6% |
| All | +155.4% | +8,226.2% | -8,070.8% | +56.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling