+47.6%
AMDL vs UTHR
+138.2%
-90.6%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.3% | -0.7% | +22.9% | +22.4% |
| 7D | -26.2% | -6.1% | -20.1% | -24.9% |
| 30D | -57.1% | +3.1% | -60.2% | -56.8% |
| 3M | -29.8% | +5.5% | -35.3% | -29.8% |
| 6M | -22.2% | -5.8% | -16.4% | -20.9% |
| YTD | +142.1% | +15.3% | +126.8% | +139.1% |
| 1Y | +85.8% | +23.8% | +62.0% | +81.6% |
| All | +47.6% | +138.2% | -90.6% | +110.0% |
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