-16.2%
ALC vs UTHR
+139.1%
-155.2%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.1% | -4.1% | -2.2% |
| 7D | -3.7% | -2.9% | -0.8% | -3.4% |
| 30D | -3.7% | -7.6% | +3.8% | -3.0% |
| 3M | +4.6% | -8.6% | +13.1% | +5.4% |
| 6M | -14.6% | +4.1% | -18.7% | -15.3% |
| YTD | -11.9% | +2.2% | -14.1% | -12.5% |
| 1Y | -13.1% | +26.2% | -39.3% | -15.7% |
| 3Y | -15.0% | +121.2% | -136.2% | -25.7% |
| 5Y | -16.2% | +136.5% | -152.7% | -29.9% |
| All | -16.2% | +139.1% | -155.2% | -29.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling