+58.0%
ALLY vs UTHR
+150.6%
-92.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.6% |
| 7D | +0.9% | -6.1% | +7.1% | +1.5% |
| 30D | +3.1% | +3.1% | 0.0% | +2.8% |
| 3M | -12.6% | +5.5% | -18.0% | -13.1% |
| 6M | -12.4% | -5.8% | -6.6% | -11.9% |
| YTD | -13.2% | +15.3% | -28.5% | -14.9% |
| 1Y | +1.8% | +23.8% | -22.0% | -1.0% |
| 3Y | +58.0% | +146.3% | -88.3% | +32.7% |
| All | +58.0% | +150.6% | -92.6% | +32.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling