+2.5%
ALC vs UTHR
+150.6%
-148.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -2.1% |
| 7D | +4.9% | -6.1% | +11.0% | +5.3% |
| 30D | +19.0% | +3.1% | +15.8% | +18.7% |
| 3M | +7.8% | +5.5% | +2.3% | +7.3% |
| 6M | +14.6% | -5.8% | +20.4% | +15.0% |
| YTD | -4.4% | +15.3% | -19.8% | -5.7% |
| 1Y | +1.4% | +23.8% | -22.4% | -0.4% |
| 3Y | +2.5% | +146.3% | -143.8% | -11.6% |
| All | +2.5% | +150.6% | -148.0% | -11.6% |
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