-30.9%
ALK vs UTHR
+190.6%
-221.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.4% |
| 7D | -1.2% | +5.2% | -6.4% | -1.9% |
| 30D | +7.7% | +9.5% | -1.8% | +6.4% |
| 3M | -19.0% | +17.9% | -36.9% | -21.0% |
| 6M | -0.2% | +2.0% | -2.2% | -0.5% |
| YTD | -23.5% | +21.3% | -44.8% | -26.1% |
| 1Y | -9.1% | +27.9% | -37.0% | -12.8% |
| 3Y | +12.0% | +162.3% | -150.3% | -6.7% |
| All | -30.9% | +190.6% | -221.5% | -45.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling