-18.2%
APTV vs UTHR
+319.3%
-337.5%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.6% | +3.2% | +2.8% |
| 7D | -1.8% | +2.8% | -4.6% | -2.4% |
| 30D | -7.9% | -2.3% | -5.7% | -7.6% |
| 3M | -29.9% | -7.4% | -22.5% | -28.9% |
| 6M | -36.6% | -6.0% | -30.6% | -36.0% |
| YTD | -40.0% | +3.4% | -43.4% | -41.0% |
| 1Y | -44.0% | +27.1% | -71.1% | -47.8% |
| 3Y | -54.5% | +123.8% | -178.3% | -65.3% |
| 5Y | -68.8% | +139.6% | -208.4% | -77.4% |
| All | -18.2% | +319.3% | -337.5% | -55.2% |
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