+180.8%
ALLY vs UTHR
+308.5%
-127.8%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.1% | -5.4% | -3.8% |
| 7D | +1.0% | -2.9% | +3.9% | +1.7% |
| 30D | -3.3% | -7.6% | +4.3% | -1.5% |
| 3M | +0.5% | -8.6% | +9.0% | +2.5% |
| 6M | +12.6% | +4.1% | +8.4% | +10.5% |
| YTD | -4.7% | +2.2% | -6.9% | -6.3% |
| 1Y | +5.2% | +26.2% | -21.0% | -2.6% |
| 3Y | +66.5% | +121.2% | -54.7% | +24.6% |
| 5Y | +0.2% | +136.5% | -136.3% | -28.5% |
| 10Y | +180.8% | +300.1% | -119.3% | +50.7% |
| All | +180.8% | +308.5% | -127.8% | +50.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling