+270.3%
ALLE vs UTHR
+418.8%
-148.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.1% |
| 7D | -0.2% | -5.4% | +5.2% | +0.5% |
| 30D | -6.8% | -6.0% | -0.7% | -6.1% |
| 3M | +21.0% | -11.0% | +32.0% | +22.8% |
| 6M | +1.1% | -0.5% | +1.6% | +0.8% |
| YTD | -0.5% | +0.1% | -0.6% | -1.2% |
| 1Y | -7.3% | +28.2% | -35.4% | -11.2% |
| 3Y | +42.3% | +113.8% | -71.6% | +23.2% |
| 5Y | +13.5% | +131.3% | -117.8% | -4.3% |
| 10Y | +144.0% | +296.7% | -152.7% | +79.0% |
| All | +270.3% | +418.8% | -148.5% | +167.9% |
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