+1,176.3%
WYNN vs UTHR
+6,898.1%
-5,721.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.8% |
| 7D | -3.4% | +2.8% | -6.2% | -4.2% |
| 30D | -15.4% | -2.3% | -13.2% | -15.0% |
| 3M | -15.8% | -7.4% | -8.4% | -14.2% |
| 6M | -13.5% | -6.0% | -7.5% | -12.7% |
| YTD | -26.0% | +3.4% | -29.4% | -27.7% |
| 1Y | -27.4% | +27.1% | -54.5% | -33.3% |
| 3Y | -3.7% | +123.8% | -127.5% | -28.9% |
| 5Y | -9.8% | +139.6% | -149.4% | -36.5% |
| 10Y | +1.1% | +320.0% | -318.9% | -43.9% |
| All | +1,176.3% | +6,898.1% | -5,721.8% | +287.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling