-31.5%
WYNN vs UTHR
+40.6%
-72.1%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.2% | +4.9% | +6.0% |
| 7D | +15.4% | +3.8% | +11.7% | +15.3% |
| 30D | +6.8% | +13.4% | -6.7% | +6.5% |
| 3M | -15.4% | +17.3% | -32.7% | -15.8% |
| 6M | -20.0% | +4.7% | -24.6% | -20.3% |
| YTD | -31.0% | +24.9% | -55.9% | -31.4% |
| 1Y | -31.5% | +39.1% | -70.6% | -30.0% |
| All | -31.5% | +40.6% | -72.1% | -30.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling