+1,652.0%
ALB vs UTHR
+7,123.9%
-5,471.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.5% | -3.9% | -4.4% |
| 7D | -8.1% | -5.4% | -2.7% | -7.4% |
| 30D | +6.3% | -6.0% | +12.3% | +7.1% |
| 3M | -23.6% | -11.0% | -12.6% | -22.4% |
| 6M | -24.6% | -0.5% | -24.1% | -24.8% |
| YTD | -10.3% | +0.1% | -10.3% | -10.5% |
| 1Y | +61.5% | +28.2% | +33.3% | +55.4% |
| 3Y | -34.0% | +113.8% | -147.8% | -41.9% |
| 5Y | -44.6% | +131.3% | -175.9% | -52.2% |
| 10Y | +76.1% | +296.7% | -220.6% | +37.8% |
| All | +1,652.0% | +7,123.9% | -5,471.9% | +778.9% |
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 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