-9.0%
ALLY vs UTHR
+190.6%
-199.5%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | +0.4% | +5.2% | -4.8% | -0.4% |
| 30D | +5.2% | +9.5% | -4.2% | +3.8% |
| 3M | -13.3% | +17.9% | -31.2% | -15.6% |
| 6M | -6.7% | +2.0% | -8.7% | -7.1% |
| YTD | -12.8% | +21.3% | -34.2% | -16.1% |
| 1Y | +0.7% | +27.9% | -27.2% | -3.9% |
| 3Y | +65.2% | +162.3% | -97.1% | +31.7% |
| All | -9.0% | +190.6% | -199.5% | -31.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling