+408.7%
AEM vs UTHR
+364.7%
+44.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -6.8% | +5.2% | -12.0% | -7.2% |
| 30D | +0.8% | +9.5% | -8.7% | 0.0% |
| 3M | -0.8% | +17.9% | -18.8% | -2.4% |
| 6M | -8.5% | +2.0% | -10.5% | -8.8% |
| YTD | +5.9% | +21.3% | -15.4% | +3.8% |
| 1Y | +6.6% | +27.9% | -21.3% | +4.0% |
| 3Y | +302.2% | +162.3% | +139.9% | +264.6% |
| 5Y | +250.8% | +190.7% | +60.0% | +212.6% |
| All | +408.7% | +364.7% | +44.0% | +344.9% |
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 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