-30.2%
AA vs UTHR
+8,226.2%
-8,256.4%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.7% | +3.6% | +3.0% |
| 7D | +0.9% | -6.1% | +7.0% | +2.0% |
| 30D | -6.7% | +3.1% | -9.8% | -7.3% |
| 3M | -16.3% | +5.5% | -21.8% | -17.4% |
| 6M | -37.1% | -5.8% | -31.3% | -36.7% |
| YTD | -25.0% | +15.3% | -40.4% | -27.3% |
| 1Y | +8.6% | +23.8% | -15.2% | +4.0% |
| 3Y | +57.2% | +146.3% | -89.1% | +30.2% |
| 5Y | -13.0% | +177.8% | -190.8% | -30.3% |
| 10Y | +65.5% | +392.4% | -326.8% | +17.4% |
| All | -30.2% | +8,226.2% | -8,256.4% | -70.2% |
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 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