+400.4%
ALAB vs UTHR
+104.6%
+295.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -0.5% | +10.3% | +9.7% |
| 7D | +7.2% | -5.4% | +12.6% | +7.1% |
| 30D | -2.5% | -6.0% | +3.5% | -2.7% |
| 3M | -13.3% | -11.0% | -2.3% | -13.6% |
| 6M | +172.8% | -0.5% | +173.4% | +172.4% |
| YTD | +86.6% | +0.1% | +86.5% | +86.5% |
| 1Y | +65.2% | +28.2% | +37.0% | +65.2% |
| All | +400.4% | +104.6% | +295.8% | +424.2% |
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 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