+331.1%
ACGL vs UTHR
+382.4%
-51.3%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.3% | -2.8% |
| 7D | +0.9% | -6.1% | +7.0% | +2.1% |
| 30D | +13.7% | +3.1% | +10.6% | +12.9% |
| 3M | +8.0% | +5.5% | +2.6% | +6.4% |
| 6M | +13.3% | -5.8% | +19.1% | +14.1% |
| YTD | +11.8% | +15.3% | -3.5% | +7.4% |
| 1Y | +22.2% | +23.8% | -1.6% | +15.6% |
| 3Y | +32.5% | +146.3% | -113.8% | +3.7% |
| 5Y | +160.2% | +177.8% | -17.6% | +94.2% |
| All | +331.1% | +382.4% | -51.3% | +162.4% |
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