+338.5%
ALLE vs UTHR
+498.0%
-159.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.3% | -0.8% |
| 7D | -0.6% | -6.1% | +5.6% | +0.3% |
| 30D | +25.3% | +3.1% | +22.2% | +24.9% |
| 3M | +10.3% | +5.5% | +4.8% | +9.3% |
| 6M | +38.0% | -5.8% | +43.9% | +38.8% |
| YTD | +17.8% | +15.3% | +2.4% | +14.7% |
| 1Y | +13.6% | +23.8% | -10.2% | +9.5% |
| 3Y | +89.2% | +146.3% | -57.1% | +60.7% |
| 5Y | +51.1% | +177.8% | -126.8% | +24.1% |
| 10Y | +228.1% | +392.4% | -164.3% | +134.0% |
| All | +338.5% | +498.0% | -159.5% | +210.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling