+631.2%
AGNC vs UTHR
+980.8%
-349.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.5% | -3.0% |
| 7D | -4.4% | +2.8% | -7.2% | -4.7% |
| 30D | -5.4% | -2.3% | -3.1% | -5.2% |
| 3M | +3.5% | -7.4% | +10.9% | +4.3% |
| 6M | +1.7% | -6.0% | +7.7% | +2.3% |
| YTD | +3.9% | +3.4% | +0.4% | +3.0% |
| 1Y | +13.8% | +27.1% | -13.2% | +9.9% |
| 3Y | +63.3% | +123.8% | -60.5% | +44.1% |
| 5Y | +27.5% | +139.6% | -112.2% | +10.4% |
| 10Y | +83.8% | +320.0% | -236.2% | +42.9% |
| All | +631.2% | +980.8% | -349.6% | +343.5% |
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