-28.3%
APTV vs UTHR
+364.7%
-393.0%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | -1.7% | +5.2% | -6.9% | -2.8% |
| 30D | -11.6% | +9.5% | -21.1% | -13.3% |
| 3M | -21.2% | +17.9% | -39.1% | -24.3% |
| 6M | -28.5% | +2.0% | -30.5% | -29.2% |
| YTD | -49.1% | +21.3% | -70.4% | -51.8% |
| 1Y | -52.2% | +27.9% | -80.1% | -55.4% |
| 3Y | -48.6% | +162.3% | -211.0% | -62.3% |
| 5Y | -77.3% | +190.7% | -268.0% | -84.4% |
| All | -28.3% | +364.7% | -393.0% | -62.5% |
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