+172.1%
ACGL vs UTHR
+190.6%
-18.5%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | +2.2% | +5.2% | -3.0% | +1.5% |
| 30D | +12.3% | +9.5% | +2.8% | +10.8% |
| 3M | +11.8% | +17.9% | -6.1% | +8.9% |
| 6M | +17.5% | +2.0% | +15.4% | +16.9% |
| YTD | +14.3% | +21.3% | -7.1% | +10.3% |
| 1Y | +18.2% | +27.9% | -9.7% | +13.1% |
| 3Y | +33.2% | +162.3% | -129.2% | +8.1% |
| All | +172.1% | +190.6% | -18.5% | +112.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling