+63.9%
ALLY vs UTHR
+167.1%
-103.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.7% |
| 7D | -2.1% | +4.9% | -7.0% | -2.6% |
| 30D | +2.0% | +9.2% | -7.2% | +1.1% |
| 3M | -13.3% | +15.9% | -29.3% | -14.7% |
| 6M | -9.9% | +2.0% | -11.8% | -10.0% |
| YTD | -13.5% | +21.8% | -35.3% | -15.7% |
| 1Y | -2.8% | +28.6% | -31.4% | -5.8% |
| All | +63.9% | +167.1% | -103.2% | +39.1% |
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