+279.0%
ADP vs UTHR
+310.6%
-31.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.8% | -2.8% | -1.3% |
| 7D | -5.7% | +3.0% | -8.7% | -6.1% |
| 30D | -3.1% | -4.3% | +1.2% | -2.5% |
| 3M | +15.6% | -8.4% | +24.0% | +17.0% |
| 6M | +20.8% | -4.2% | +25.0% | +21.1% |
| YTD | +4.7% | +4.0% | +0.7% | +3.3% |
| 1Y | -8.3% | +25.5% | -33.8% | -12.6% |
| 3Y | +13.6% | +125.1% | -111.6% | -5.9% |
| 5Y | +45.0% | +140.3% | -95.3% | +16.6% |
| 10Y | +279.0% | +322.5% | -43.5% | +146.1% |
| All | +279.0% | +310.6% | -31.6% | +146.1% |
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