-24.8%
TYL vs UTHR
+133.0%
-157.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.5% | -4.0% |
| 7D | -3.7% | -5.4% | +1.7% | -3.4% |
| 30D | +18.7% | -6.0% | +24.8% | +19.1% |
| 3M | +18.1% | -11.0% | +29.1% | +18.9% |
| 6M | -1.1% | -0.5% | -0.6% | -1.3% |
| YTD | -19.8% | +0.1% | -19.9% | -20.1% |
| 1Y | -34.3% | +28.2% | -62.5% | -35.9% |
| 3Y | -8.2% | +113.8% | -122.0% | -16.1% |
| All | -24.8% | +133.0% | -157.8% | -33.3% |
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