+18.6%
ALK vs UTHR
+150.6%
-132.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.7% |
| 7D | +9.0% | -6.1% | +15.2% | +9.9% |
| 30D | -1.6% | +3.1% | -4.8% | -2.0% |
| 3M | -23.2% | +5.5% | -28.6% | -23.7% |
| 6M | -3.9% | -5.8% | +1.9% | -3.0% |
| YTD | -22.6% | +15.3% | -37.9% | -24.3% |
| 1Y | -5.3% | +23.8% | -29.1% | -8.3% |
| 3Y | +18.6% | +146.3% | -127.7% | +1.7% |
| All | +18.6% | +150.6% | -132.0% | +1.7% |
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