+298.1%
APP vs UTHR
+190.6%
+107.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.4% | +4.3% | +4.0% |
| 7D | +4.6% | +5.2% | -0.6% | +4.0% |
| 30D | +56.0% | +9.5% | +46.6% | +53.6% |
| 3M | +30.8% | +17.9% | +12.9% | +27.2% |
| 6M | -9.8% | +2.0% | -11.8% | -10.4% |
| YTD | -39.3% | +21.3% | -60.6% | -42.0% |
| 1Y | -26.4% | +27.9% | -54.3% | -30.5% |
| 3Y | +887.9% | +162.3% | +725.6% | +698.0% |
| All | +298.1% | +190.6% | +107.5% | +212.1% |
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