+176.6%
ADM vs UTHR
+310.6%
-134.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.8% | +0.6% | +2.1% |
| 7D | +1.4% | +3.0% | -1.6% | +0.9% |
| 30D | +8.2% | -4.3% | +12.5% | +8.9% |
| 3M | +8.7% | -8.4% | +17.1% | +10.0% |
| 6M | +29.1% | -4.2% | +33.3% | +29.4% |
| YTD | +53.7% | +4.0% | +49.6% | +51.4% |
| 1Y | +43.2% | +25.5% | +17.7% | +36.5% |
| 3Y | +21.4% | +125.1% | -103.7% | +0.5% |
| 5Y | +67.1% | +140.3% | -73.2% | +33.8% |
| 10Y | +176.6% | +322.5% | -145.9% | +79.5% |
| All | +176.6% | +310.6% | -134.0% | +79.5% |
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