+46.9%
ULTA vs UTHR
+135.8%
-88.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.3% | +3.4% | +2.3% |
| 7D | -3.1% | +1.9% | -5.0% | -3.4% |
| 30D | +2.8% | -2.9% | +5.7% | +3.2% |
| 3M | +14.8% | -8.9% | +23.6% | +16.2% |
| 6M | -16.2% | -8.7% | -7.5% | -15.4% |
| YTD | -9.6% | +2.0% | -11.6% | -10.5% |
| 1Y | +4.8% | +22.8% | -18.0% | +0.4% |
| 3Y | +30.7% | +120.6% | -89.9% | +11.9% |
| All | +46.9% | +135.8% | -88.9% | +25.7% |
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