-39.0%
ALK vs UTHR
+308.5%
-347.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.1% | -5.2% | -3.6% |
| 7D | +0.1% | -2.9% | +3.0% | +0.7% |
| 30D | -18.5% | -7.6% | -10.9% | -17.1% |
| 3M | -3.6% | -8.6% | +5.0% | -1.7% |
| 6M | -3.7% | +4.1% | -7.8% | -5.3% |
| YTD | -19.0% | +2.2% | -21.2% | -20.2% |
| 1Y | -36.0% | +26.2% | -62.2% | -40.3% |
| 3Y | +2.3% | +121.2% | -118.9% | -20.4% |
| 5Y | -27.8% | +136.5% | -164.3% | -46.2% |
| 10Y | -39.0% | +300.1% | -339.1% | -64.9% |
| All | -39.0% | +308.5% | -347.5% | -64.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling