+152.3%
ACN vs UTHR
+364.7%
-212.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | -3.8% | +5.2% | -9.0% | -4.7% |
| 30D | +16.5% | +9.5% | +7.1% | +14.7% |
| 3M | +41.5% | +17.9% | +23.5% | +37.7% |
| 6M | +60.1% | +2.0% | +58.1% | +59.3% |
| YTD | -3.9% | +21.3% | -25.3% | -7.7% |
| 1Y | +4.1% | +27.9% | -23.8% | -0.9% |
| 3Y | -15.9% | +162.3% | -178.2% | -32.5% |
| 5Y | -26.3% | +190.7% | -217.1% | -43.4% |
| All | +152.3% | +364.7% | -212.4% | +61.0% |
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 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