+201.8%
AG vs UTHR
+166.1%
+35.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.1% | -2.4% |
| 7D | -10.0% | +5.2% | -15.1% | -10.2% |
| 30D | -10.5% | +9.5% | -20.0% | -10.9% |
| 3M | -27.3% | +17.9% | -45.2% | -27.8% |
| 6M | -43.0% | +2.0% | -45.0% | -43.0% |
| YTD | -17.9% | +21.3% | -39.2% | -18.6% |
| 1Y | +11.9% | +27.9% | -16.0% | +10.7% |
| 3Y | +201.8% | +162.3% | +39.5% | +187.4% |
| All | +201.8% | +166.1% | +35.7% | +187.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling