+2,270.0%
YUM vs UTHR
+7,408.4%
-5,138.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.8% | -4.2% | -2.6% |
| 7D | -3.6% | +3.0% | -6.6% | -3.8% |
| 30D | +0.4% | -4.3% | +4.7% | +0.7% |
| 3M | -3.8% | -8.4% | +4.6% | -3.1% |
| 6M | -8.3% | -4.2% | -4.1% | -8.1% |
| YTD | -2.6% | +4.0% | -6.7% | -3.3% |
| 1Y | +1.5% | +25.5% | -24.0% | -1.0% |
| 3Y | +21.6% | +125.1% | -103.5% | +10.7% |
| 5Y | +23.5% | +140.3% | -116.8% | +11.1% |
| 10Y | +178.9% | +322.5% | -143.5% | +133.3% |
| All | +2,270.0% | +7,408.4% | -5,138.4% | +1,391.1% |
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