-44.0%
ALB vs UTHR
+134.1%
-178.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.5% | -3.9% | -4.3% |
| 7D | -8.1% | -5.4% | -2.7% | -7.1% |
| 30D | +6.3% | -6.0% | +12.3% | +7.5% |
| 3M | -23.6% | -11.0% | -12.6% | -21.9% |
| 6M | -24.6% | -0.5% | -24.1% | -24.9% |
| YTD | -10.3% | +0.1% | -10.3% | -10.7% |
| 1Y | +61.5% | +28.2% | +33.3% | +54.0% |
| 3Y | -34.0% | +113.8% | -147.8% | -44.8% |
| All | -44.0% | +134.1% | -178.1% | -54.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling