+6,672.7%
TYL vs UTHR
+7,123.9%
-451.2%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.5% | -3.9% |
| 7D | -3.7% | -5.4% | +1.7% | -3.0% |
| 30D | +18.7% | -6.0% | +24.8% | +19.7% |
| 3M | +18.1% | -11.0% | +29.1% | +19.9% |
| 6M | -1.1% | -0.5% | -0.6% | -1.5% |
| YTD | -19.8% | +0.1% | -19.9% | -20.3% |
| 1Y | -34.3% | +28.2% | -62.5% | -37.0% |
| 3Y | -8.2% | +113.8% | -122.0% | -19.5% |
| 5Y | -25.4% | +131.3% | -156.7% | -36.0% |
| 10Y | +115.6% | +296.7% | -181.1% | +66.2% |
| All | +6,672.7% | +7,123.9% | -451.2% | +3,269.8% |
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