+67.3%
AG vs UTHR
+138.8%
-71.4%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.6% | -4.3% | -4.8% |
| 7D | -5.8% | +2.8% | -8.6% | -6.1% |
| 30D | +6.4% | -2.3% | +8.6% | +6.6% |
| 3M | +28.4% | -7.4% | +35.8% | +29.4% |
| 6M | -24.5% | -6.0% | -18.5% | -24.0% |
| YTD | +21.2% | +3.4% | +17.8% | +20.3% |
| 1Y | +114.1% | +27.1% | +87.0% | +106.8% |
| 3Y | +268.0% | +123.8% | +144.2% | +210.6% |
| 5Y | +67.3% | +139.6% | -72.3% | +34.4% |
| All | +67.3% | +138.8% | -71.4% | +34.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling