+428.1%
WMT vs UTHR
+313.7%
+114.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.7% | +1.5% |
| 7D | 0.0% | +1.9% | -1.9% | -0.2% |
| 30D | -7.4% | -2.9% | -4.6% | -7.1% |
| 3M | -10.9% | -8.9% | -2.0% | -10.0% |
| 6M | -12.7% | -8.7% | -3.9% | -12.0% |
| YTD | -3.2% | +2.0% | -5.2% | -3.9% |
| 1Y | +5.3% | +22.8% | -17.5% | +2.1% |
| 3Y | +101.9% | +120.6% | -18.8% | +78.4% |
| 5Y | +134.6% | +136.4% | -1.9% | +103.2% |
| All | +428.1% | +313.7% | +114.3% | +297.0% |
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