+185.4%
ARM vs UTHR
+163.3%
+22.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.1% | -3.6% | -2.7% |
| 7D | -10.4% | -2.1% | -8.3% | -10.1% |
| 30D | -31.8% | +7.2% | -39.0% | -32.1% |
| 3M | -32.2% | +11.1% | -43.4% | -32.7% |
| 6M | -14.9% | +4.2% | -19.1% | -15.1% |
| YTD | +66.0% | +20.8% | +45.2% | +63.6% |
| 1Y | +17.2% | +29.7% | -12.5% | +14.9% |
| 3Y | +247.2% | +164.1% | +83.1% | +215.5% |
| All | +185.4% | +163.3% | +22.1% | +163.2% |
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