+194.9%
ALLY vs UTHR
+363.8%
-168.8%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.6% | -2.7% | +0.1% |
| 7D | -0.2% | -2.3% | +2.1% | +0.3% |
| 30D | +3.4% | +6.1% | -2.6% | +1.9% |
| 3M | -11.1% | +8.1% | -19.2% | -13.3% |
| 6M | -11.5% | +3.1% | -14.6% | -12.8% |
| YTD | -12.3% | +19.5% | -31.9% | -17.5% |
| 1Y | +1.1% | +29.7% | -28.6% | -6.9% |
| 3Y | +64.8% | +162.7% | -97.9% | +17.6% |
| 5Y | -6.9% | +192.8% | -199.7% | -37.6% |
| 10Y | +194.9% | +348.1% | -153.2% | +53.7% |
| All | +194.9% | +363.8% | -168.8% | +53.7% |
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