+65.5%
VZ vs UTHR
+382.4%
-316.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.3% | -0.9% |
| 7D | +2.1% | -6.1% | +8.3% | +2.6% |
| 30D | +1.4% | +3.1% | -1.7% | +1.1% |
| 3M | -1.3% | +5.5% | -6.7% | -1.8% |
| 6M | -0.5% | -5.8% | +5.3% | -0.2% |
| YTD | +19.6% | +15.3% | +4.3% | +17.7% |
| 1Y | +22.4% | +23.8% | -1.4% | +19.6% |
| 3Y | +55.9% | +146.3% | -90.4% | +39.9% |
| 5Y | +20.4% | +177.8% | -157.4% | +5.8% |
| All | +65.5% | +382.4% | -316.8% | +33.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling