+7,724.4%
TYL vs UTHR
+8,226.2%
-501.9%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -2.2% |
| 7D | +6.7% | -6.1% | +12.8% | +7.5% |
| 30D | +26.5% | +3.1% | +23.4% | +26.0% |
| 3M | +37.3% | +5.5% | +31.8% | +36.1% |
| 6M | +31.2% | -5.8% | +37.0% | +31.8% |
| YTD | -7.4% | +15.3% | -22.7% | -9.8% |
| 1Y | -9.6% | +23.8% | -33.4% | -12.7% |
| 3Y | +1.9% | +146.3% | -144.4% | -12.3% |
| 5Y | -21.1% | +177.8% | -198.9% | -34.0% |
| 10Y | +171.8% | +392.4% | -220.6% | +103.6% |
| All | +7,724.4% | +8,226.2% | -501.9% | +3,716.3% |
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 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