+32,000.6%
APH vs UTHR
+7,123.9%
+24,876.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.0% |
| 7D | +5.0% | -5.4% | +10.4% | +6.0% |
| 30D | -3.9% | -6.0% | +2.2% | -2.9% |
| 3M | +13.0% | -11.0% | +23.9% | +15.1% |
| 6M | +25.2% | -0.5% | +25.7% | +24.7% |
| YTD | +22.9% | +0.1% | +22.9% | +22.1% |
| 1Y | +47.8% | +28.2% | +19.7% | +40.2% |
| 3Y | +283.0% | +113.8% | +169.2% | +223.5% |
| 5Y | +349.7% | +131.3% | +218.3% | +268.9% |
| 10Y | +1,061.2% | +296.7% | +764.5% | +729.6% |
| All | +32,000.6% | +7,123.9% | +24,876.8% | +12,963.6% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling