+331.8%
ARKK vs UTHR
+313.7%
+18.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +2.0% | +1.0% |
| 7D | -3.1% | +1.9% | -5.0% | -3.6% |
| 30D | +2.7% | -2.9% | +5.6% | +3.5% |
| 3M | +10.8% | -8.9% | +19.6% | +13.4% |
| 6M | +14.4% | -8.7% | +23.1% | +16.7% |
| YTD | +8.7% | +2.0% | +6.6% | +6.7% |
| 1Y | +6.7% | +22.8% | -16.0% | -1.1% |
| 3Y | +87.4% | +120.6% | -33.2% | +36.8% |
| 5Y | -29.5% | +136.4% | -165.9% | -51.2% |
| All | +331.8% | +313.7% | +18.1% | +121.0% |
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