-9.3%
ALB vs UTHR
+157.2%
-166.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.6% | -3.8% | -0.8% |
| 7D | +9.5% | -2.3% | +11.7% | +9.8% |
| 30D | -2.1% | +6.1% | -8.2% | -3.3% |
| 3M | -24.1% | +8.1% | -32.2% | -25.5% |
| 6M | -51.0% | +3.1% | -54.1% | -51.5% |
| YTD | -29.3% | +19.5% | -48.9% | -32.2% |
| 1Y | +3.2% | +29.7% | -26.6% | -2.3% |
| 3Y | -9.3% | +162.7% | -172.0% | -36.0% |
| All | -9.3% | +157.2% | -166.6% | -36.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling