+4,276.1%
AJG vs UTHR
+7,364.6%
-3,088.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.3% |
| 7D | -8.5% | +2.8% | -11.3% | -8.7% |
| 30D | -3.8% | -2.3% | -1.5% | -3.6% |
| 3M | +10.8% | -7.4% | +18.2% | +11.5% |
| 6M | +15.6% | -6.0% | +21.6% | +16.0% |
| YTD | -5.1% | +3.4% | -8.5% | -5.8% |
| 1Y | -16.0% | +27.1% | -43.1% | -18.2% |
| 3Y | +9.7% | +123.8% | -114.1% | +0.4% |
| 5Y | +77.8% | +139.6% | -61.8% | +60.8% |
| 10Y | +478.2% | +320.0% | +158.2% | +388.7% |
| All | +4,276.1% | +7,364.6% | -3,088.5% | +2,968.8% |
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