+4.1%
ALC vs UTHR
+166.1%
-162.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.4% | +3.5% | +3.2% |
| 7D | -1.1% | +5.2% | -6.3% | -1.4% |
| 30D | +16.0% | +9.5% | +6.6% | +15.4% |
| 3M | +0.8% | +17.9% | -17.1% | -0.3% |
| 6M | +16.8% | +2.0% | +14.8% | +16.6% |
| YTD | -5.5% | +21.3% | -26.8% | -7.1% |
| 1Y | -5.3% | +27.9% | -33.1% | -7.2% |
| 3Y | +4.1% | +162.3% | -158.3% | -12.9% |
| All | +4.1% | +166.1% | -162.0% | -12.9% |
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 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