+4.2%
ALK vs UTHR
+114.7%
-110.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.1% | +1.6% |
| 7D | -0.7% | -5.4% | +4.7% | 0.0% |
| 30D | -19.2% | -6.0% | -13.2% | -18.6% |
| 3M | -1.5% | -11.0% | +9.4% | -0.1% |
| 6M | -13.1% | -0.5% | -12.5% | -13.3% |
| YTD | -16.4% | +0.1% | -16.5% | -16.8% |
| 1Y | -33.1% | +28.2% | -61.2% | -35.7% |
| All | +4.2% | +114.7% | -110.5% | -5.3% |
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