+26.2%
ALC vs UTHR
+423.5%
-397.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | -6.2% | +4.9% | -11.0% | -6.8% |
| 30D | +14.0% | +9.2% | +4.8% | +12.5% |
| 3M | -2.4% | +15.9% | -18.3% | -4.7% |
| 6M | +12.6% | +2.0% | +10.6% | +12.0% |
| YTD | -8.4% | +21.8% | -30.2% | -11.9% |
| 1Y | -9.1% | +28.6% | -37.7% | -13.3% |
| 3Y | -0.3% | +166.2% | -166.5% | -19.4% |
| 5Y | -9.9% | +191.8% | -201.7% | -30.3% |
| All | +26.2% | +423.5% | -397.4% | -23.0% |
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 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