+249.6%
ALAB vs UTHR
+144.4%
+105.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +3.6% | +10.1% | +13.7% |
| 7D | -5.6% | -2.3% | -3.3% | -5.6% |
| 30D | -36.6% | +6.1% | -42.7% | -36.4% |
| 3M | -35.1% | +8.1% | -43.2% | -34.7% |
| 6M | +8.5% | +3.1% | +5.4% | +9.1% |
| YTD | +30.4% | +19.5% | +10.8% | +31.4% |
| 1Y | +31.0% | +29.7% | +1.3% | +32.1% |
| All | +249.6% | +144.4% | +105.2% | +269.3% |
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