+96.8%
ALLY vs UTHR
+430.0%
-333.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.6% |
| 7D | +0.9% | -6.1% | +7.1% | +2.2% |
| 30D | +3.1% | +3.1% | 0.0% | +2.3% |
| 3M | -12.6% | +5.5% | -18.0% | -14.0% |
| 6M | -12.4% | -5.8% | -6.6% | -11.8% |
| YTD | -13.2% | +15.3% | -28.5% | -16.9% |
| 1Y | +1.8% | +23.8% | -22.0% | -4.1% |
| 3Y | +58.0% | +146.3% | -88.3% | +22.2% |
| 5Y | -8.4% | +177.8% | -186.2% | -32.4% |
| 10Y | +195.3% | +392.4% | -197.1% | +81.2% |
| All | +96.8% | +430.0% | -333.2% | +22.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling