+176.0%
ALLY vs UTHR
+349.3%
-173.4%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.3% | -2.5% |
| 7D | -0.7% | -2.1% | +1.5% | -0.2% |
| 30D | +1.1% | +7.2% | -6.0% | -0.7% |
| 3M | -13.2% | +11.1% | -24.3% | -15.9% |
| 6M | -13.5% | +4.2% | -17.7% | -15.0% |
| YTD | -14.3% | +20.8% | -35.1% | -19.6% |
| 1Y | -1.1% | +29.7% | -30.8% | -9.0% |
| 3Y | +62.0% | +164.1% | -102.1% | +15.4% |
| 5Y | -9.6% | +190.7% | -200.3% | -39.3% |
| 10Y | +176.0% | +355.4% | -179.5% | +42.6% |
| All | +176.0% | +349.3% | -173.4% | +42.6% |
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