+6,271.0%
ACGL vs UTHR
+8,226.2%
-1,955.2%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.3% | -2.9% |
| 7D | +0.9% | -6.1% | +7.0% | +1.4% |
| 30D | +13.7% | +3.1% | +10.6% | +13.4% |
| 3M | +8.0% | +5.5% | +2.6% | +7.3% |
| 6M | +13.3% | -5.8% | +19.1% | +13.6% |
| YTD | +11.8% | +15.3% | -3.5% | +9.9% |
| 1Y | +22.2% | +23.8% | -1.6% | +19.3% |
| 3Y | +32.5% | +146.3% | -113.8% | +20.1% |
| 5Y | +160.2% | +177.8% | -17.6% | +132.4% |
| 10Y | +338.5% | +392.4% | -53.9% | +268.2% |
| All | +6,271.0% | +8,226.2% | -1,955.2% | +3,307.0% |
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