-20.2%
AMRZ vs UTHR
+103.9%
-124.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | -2.1% | +5.2% | -7.3% | -2.4% |
| 30D | +13.0% | +9.5% | +3.5% | +12.5% |
| 3M | -12.1% | +17.9% | -30.0% | -12.8% |
| 6M | -19.1% | +2.0% | -21.1% | -19.0% |
| YTD | -23.3% | +21.3% | -44.6% | -24.0% |
| 1Y | -16.6% | +27.9% | -44.5% | -17.8% |
| All | -20.2% | +103.9% | -124.1% | -26.4% |
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 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