+33.0%
ALB vs UTHR
+349.3%
-316.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.1% | -5.3% | -4.5% |
| 7D | +5.3% | -2.1% | +7.4% | +5.6% |
| 30D | -6.3% | +7.2% | -13.4% | -8.0% |
| 3M | -27.4% | +11.1% | -38.5% | -29.7% |
| 6M | -53.1% | +4.2% | -57.3% | -53.9% |
| YTD | -32.3% | +20.8% | -53.1% | -36.1% |
| 1Y | -7.3% | +29.7% | -37.0% | -13.9% |
| 3Y | -14.9% | +164.1% | -179.1% | -36.7% |
| 5Y | -62.0% | +190.7% | -252.7% | -73.2% |
| 10Y | +33.0% | +355.4% | -322.4% | -20.9% |
| All | +33.0% | +349.3% | -316.3% | -20.9% |
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