+4,943.8%
AEM vs UTHR
+7,123.9%
-2,180.1%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.6% | -1.1% |
| 7D | -0.5% | -5.4% | +4.9% | -0.3% |
| 30D | +24.0% | -6.0% | +30.1% | +24.4% |
| 3M | +16.1% | -11.0% | +27.1% | +16.7% |
| 6M | -11.6% | -0.5% | -11.1% | -11.6% |
| YTD | +21.5% | +0.1% | +21.5% | +21.4% |
| 1Y | +39.2% | +28.2% | +11.0% | +37.3% |
| 3Y | +347.4% | +113.8% | +233.6% | +328.3% |
| 5Y | +290.1% | +131.3% | +158.8% | +270.8% |
| 10Y | +357.8% | +296.7% | +61.1% | +320.7% |
| All | +4,943.8% | +7,123.9% | -2,180.1% | +5,135.9% |
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