+123.4%
ALLY vs UTHR
+359.8%
-236.4%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.9% | +0.4% |
| 7D | +3.7% | -5.4% | +9.1% | +4.9% |
| 30D | -2.3% | -6.0% | +3.8% | -1.1% |
| 3M | +3.8% | -11.0% | +14.8% | +6.2% |
| 6M | +9.7% | -0.5% | +10.2% | +9.1% |
| YTD | -1.4% | +0.1% | -1.5% | -2.4% |
| 1Y | +8.2% | +28.2% | -19.9% | +1.1% |
| 3Y | +66.5% | +113.8% | -47.3% | +33.1% |
| 5Y | +1.2% | +131.3% | -130.1% | -22.0% |
| 10Y | +191.4% | +296.7% | -105.3% | +86.3% |
| All | +123.4% | +359.8% | -236.4% | +43.8% |
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