+26.4%
AGNC vs UTHR
+135.8%
-109.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.3% |
| 7D | -4.7% | +1.9% | -6.6% | -4.9% |
| 30D | -5.7% | -2.9% | -2.8% | -5.4% |
| 3M | +1.9% | -8.9% | +10.7% | +2.8% |
| 6M | +1.8% | -8.7% | +10.5% | +2.6% |
| YTD | +3.4% | +2.0% | +1.4% | +2.9% |
| 1Y | +13.6% | +22.8% | -9.2% | +10.5% |
| 3Y | +60.4% | +120.6% | -60.3% | +40.2% |
| All | +26.4% | +135.8% | -109.4% | +7.1% |
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