-27.5%
AKAM vs UTHR
+3,178.1%
-3,205.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.1% |
| 7D | -2.1% | -5.4% | +3.3% | -0.8% |
| 30D | -13.9% | -6.0% | -7.9% | -12.8% |
| 3M | -33.8% | -11.0% | -22.8% | -32.1% |
| 6M | +2.2% | -0.5% | +2.7% | +1.4% |
| YTD | +20.6% | +0.1% | +20.5% | +19.1% |
| 1Y | +36.3% | +28.2% | +8.2% | +25.8% |
| 3Y | -0.1% | +113.8% | -113.9% | -22.5% |
| 5Y | -7.5% | +131.3% | -138.9% | -31.5% |
| 10Y | +90.2% | +296.7% | -206.6% | +12.5% |
| All | -27.5% | +3,178.1% | -3,205.6% | -88.0% |
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