+5.7%
AKAM vs UTHR
+125.3%
-119.5%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.8% | +3.1% | +4.8% |
| 7D | +5.4% | +3.0% | +2.4% | +5.2% |
| 30D | -5.9% | -4.3% | -1.6% | -5.7% |
| 3M | -19.6% | -8.4% | -11.3% | -19.3% |
| 6M | +8.5% | -4.2% | +12.7% | +8.6% |
| YTD | +26.9% | +4.0% | +22.9% | +26.3% |
| 1Y | +41.7% | +25.5% | +16.2% | +39.0% |
| All | +5.7% | +125.3% | -119.5% | +1.1% |
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 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