+1,547.8%
ADP vs UTHR
+8,226.2%
-6,678.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.6% | -1.2% |
| 7D | +3.2% | -6.1% | +9.4% | +3.8% |
| 30D | +14.9% | +3.1% | +11.8% | +14.5% |
| 3M | +11.6% | +5.5% | +6.2% | +10.9% |
| 6M | +48.5% | -5.8% | +54.3% | +48.9% |
| YTD | +20.6% | +15.3% | +5.2% | +18.4% |
| 1Y | +23.7% | +23.8% | -0.1% | +20.7% |
| 3Y | +47.8% | +146.3% | -98.5% | +33.4% |
| 5Y | +47.7% | +177.8% | -130.1% | +31.1% |
| 10Y | +324.0% | +392.4% | -68.4% | +250.8% |
| All | +1,547.8% | +8,226.2% | -6,678.5% | +1,052.4% |
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