+132.3%
AA vs UTHR
+310.6%
-178.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.8% | -3.7% | -2.4% |
| 7D | -0.6% | +3.0% | -3.6% | -1.4% |
| 30D | -1.6% | -4.3% | +2.8% | -0.4% |
| 3M | -29.8% | -8.4% | -21.4% | -28.3% |
| 6M | -16.6% | -4.2% | -12.4% | -16.1% |
| YTD | -4.0% | +4.0% | -8.1% | -5.8% |
| 1Y | +63.5% | +25.5% | +38.0% | +52.2% |
| 3Y | +86.8% | +125.1% | -38.4% | +37.8% |
| 5Y | +12.4% | +140.3% | -128.0% | -21.9% |
| 10Y | +132.3% | +322.5% | -190.2% | +14.2% |
| All | +132.3% | +310.6% | -178.2% | +14.2% |
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