+365.7%
ALAB vs UTHR
+109.0%
+256.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +2.1% | -9.1% | -6.9% |
| 7D | +3.2% | -2.9% | +6.1% | +3.1% |
| 30D | -13.6% | -7.6% | -6.0% | -13.7% |
| 3M | -16.6% | -8.6% | -8.0% | -16.8% |
| 6M | +142.3% | +4.1% | +138.2% | +142.0% |
| YTD | +73.6% | +2.2% | +71.4% | +73.7% |
| 1Y | +33.7% | +26.2% | +7.5% | +33.8% |
| All | +365.7% | +109.0% | +256.7% | +388.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling