+130.7%
WFC vs UTHR
+123.2%
+7.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.1% | -4.4% | -2.4% |
| 7D | +1.1% | -2.9% | +3.9% | +1.3% |
| 30D | +0.8% | -7.6% | +8.4% | +1.4% |
| 3M | +9.3% | -8.6% | +17.8% | +10.0% |
| 6M | +10.6% | +4.1% | +6.5% | +10.0% |
| YTD | -4.1% | +2.2% | -6.3% | -4.6% |
| 1Y | +13.6% | +26.2% | -12.6% | +10.7% |
| 3Y | +130.7% | +121.2% | +9.5% | +108.3% |
| All | +130.7% | +123.2% | +7.6% | +108.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling