+5,725.8%
ACGL vs UTHR
+7,123.9%
-1,398.0%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.7% |
| 7D | -0.7% | -5.4% | +4.7% | -0.3% |
| 30D | -1.0% | -6.0% | +5.1% | -0.5% |
| 3M | +11.0% | -11.0% | +22.0% | +12.2% |
| 6M | -0.3% | -0.5% | +0.2% | -0.5% |
| YTD | +2.3% | +0.1% | +2.2% | +1.9% |
| 1Y | +6.4% | +28.2% | -21.8% | +3.6% |
| 3Y | +34.0% | +113.8% | -79.9% | +23.2% |
| 5Y | +161.6% | +131.3% | +30.3% | +137.9% |
| 10Y | +278.6% | +296.7% | -18.1% | +223.9% |
| All | +5,725.8% | +7,123.9% | -1,398.0% | +3,061.2% |
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