+285.8%
APA vs UTHR
+7,123.9%
-6,838.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -3.1% |
| 7D | +0.5% | -5.4% | +5.9% | +1.4% |
| 30D | +23.4% | -6.0% | +29.4% | +24.6% |
| 3M | +12.7% | -11.0% | +23.7% | +14.7% |
| 6M | +39.4% | -0.5% | +39.9% | +38.7% |
| YTD | +79.0% | +0.1% | +78.9% | +77.2% |
| 1Y | +88.8% | +28.2% | +60.7% | +79.3% |
| 3Y | +6.4% | +113.8% | -107.5% | -8.9% |
| 5Y | +153.0% | +131.3% | +21.7% | +112.0% |
| 10Y | +7.5% | +296.7% | -289.2% | -17.8% |
| All | +285.8% | +7,123.9% | -6,838.0% | +114.8% |
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