-13.3%
ALC vs UTHR
+118.3%
-131.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.2% |
| 7D | -2.1% | -5.4% | +3.3% | -1.7% |
| 30D | -0.1% | -6.0% | +6.0% | +0.3% |
| 3M | +5.9% | -11.0% | +16.9% | +6.7% |
| 6M | -15.9% | -0.5% | -15.4% | -16.1% |
| YTD | -10.1% | +0.1% | -10.2% | -10.5% |
| 1Y | -10.2% | +28.2% | -38.4% | -12.1% |
| All | -13.3% | +118.3% | -131.6% | -22.8% |
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