+23.8%
ALC vs UTHR
+330.3%
-306.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.1% |
| 7D | -2.1% | -5.4% | +3.3% | -1.3% |
| 30D | -0.1% | -6.0% | +6.0% | +0.8% |
| 3M | +5.9% | -11.0% | +16.9% | +7.6% |
| 6M | -15.9% | -0.5% | -15.4% | -16.3% |
| YTD | -10.1% | +0.1% | -10.2% | -10.8% |
| 1Y | -10.2% | +28.2% | -38.4% | -14.5% |
| 3Y | -13.6% | +113.8% | -127.4% | -27.7% |
| 5Y | -15.1% | +131.3% | -146.5% | -31.8% |
| All | +23.8% | +330.3% | -306.4% | -22.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling