+81.7%
AA vs UTHR
+118.3%
-36.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -2.1% |
| 7D | -0.7% | -5.4% | +4.7% | 0.0% |
| 30D | +5.0% | -6.0% | +11.0% | +5.7% |
| 3M | -35.8% | -11.0% | -24.9% | -35.0% |
| 6M | -18.4% | -0.5% | -17.9% | -18.5% |
| YTD | -5.5% | +0.1% | -5.6% | -5.7% |
| 1Y | +61.0% | +28.2% | +32.8% | +57.7% |
| All | +81.7% | +118.3% | -36.6% | +71.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling