-39.1%
ALK vs UTHR
+363.8%
-402.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +3.6% | +3.5% | +6.3% |
| 7D | +8.9% | -2.3% | +11.2% | +9.5% |
| 30D | +5.9% | +6.1% | -0.1% | +4.6% |
| 3M | -16.5% | +8.1% | -24.6% | -18.3% |
| 6M | +2.1% | +3.1% | -1.0% | +0.9% |
| YTD | -17.1% | +19.5% | -36.6% | -21.4% |
| 1Y | -2.9% | +29.7% | -32.6% | -9.7% |
| 3Y | +24.5% | +162.7% | -138.2% | -7.3% |
| 5Y | -29.1% | +192.8% | -221.9% | -50.2% |
| 10Y | -39.1% | +348.1% | -387.2% | -65.8% |
| All | -39.1% | +363.8% | -402.9% | -65.8% |
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 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