+1,398.4%
ADP vs UTHR
+7,123.9%
-5,725.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.5% | -2.0% |
| 7D | -3.4% | -5.4% | +2.0% | -3.0% |
| 30D | +2.8% | -6.0% | +8.8% | +3.3% |
| 3M | +20.9% | -11.0% | +31.9% | +22.1% |
| 6M | +29.9% | -0.5% | +30.4% | +29.6% |
| YTD | +9.6% | +0.1% | +9.6% | +9.2% |
| 1Y | -5.3% | +28.2% | -33.4% | -7.9% |
| 3Y | +16.5% | +113.8% | -97.3% | +6.6% |
| 5Y | +49.4% | +131.3% | -81.9% | +34.9% |
| 10Y | +282.2% | +296.7% | -14.5% | +222.4% |
| All | +1,398.4% | +7,123.9% | -5,725.4% | +962.9% |
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