-23.0%
TYL vs UTHR
+195.4%
-218.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -1.6% | +4.9% | -6.5% | -1.9% |
| 30D | +22.1% | +9.2% | +12.9% | +21.4% |
| 3M | +33.4% | +15.9% | +17.4% | +32.1% |
| 6M | +36.8% | +2.0% | +34.8% | +36.4% |
| YTD | -6.7% | +21.8% | -28.5% | -8.1% |
| 1Y | -9.2% | +28.6% | -37.8% | -10.9% |
| 3Y | +1.2% | +166.2% | -165.1% | -8.4% |
| 5Y | -23.0% | +191.8% | -214.8% | -32.3% |
| All | -23.0% | +195.4% | -218.4% | -32.3% |
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