-41.2%
AKAM vs UTHR
+3,874.3%
-3,915.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -1.0% | -1.3% |
| 7D | +2.8% | +5.2% | -2.4% | +1.5% |
| 30D | -6.9% | +9.5% | -16.4% | -8.9% |
| 3M | -31.8% | +17.9% | -49.8% | -34.8% |
| 6M | -47.0% | +2.0% | -49.0% | -47.6% |
| YTD | -2.1% | +21.3% | -23.4% | -8.1% |
| 1Y | -3.7% | +27.9% | -31.6% | -10.8% |
| 3Y | -23.0% | +162.3% | -185.4% | -43.3% |
| 5Y | -23.4% | +190.7% | -214.2% | -46.5% |
| 10Y | +30.5% | +365.5% | -335.0% | -25.7% |
| All | -41.2% | +3,874.3% | -3,915.4% | -90.7% |
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