+951.3%
APH vs UTHR
+363.8%
+587.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +3.6% | +4.6% | +7.5% |
| 7D | +1.1% | -2.3% | +3.4% | +1.6% |
| 30D | -7.5% | +6.1% | -13.5% | -8.4% |
| 3M | -4.4% | +8.1% | -12.5% | -6.0% |
| 6M | +26.5% | +3.1% | +23.4% | +25.3% |
| YTD | +20.0% | +19.5% | +0.5% | +15.1% |
| 1Y | +16.9% | +29.7% | -12.9% | +10.2% |
| 3Y | +288.5% | +162.7% | +125.8% | +207.7% |
| 5Y | +310.3% | +192.8% | +117.5% | +209.4% |
| 10Y | +951.3% | +348.1% | +603.2% | +559.6% |
| All | +951.3% | +363.8% | +587.5% | +559.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling