+193.0%
ARM vs UTHR
+160.6%
+32.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +3.6% | +3.1% | +6.4% |
| 7D | -5.3% | -2.3% | -3.0% | -5.0% |
| 30D | -30.0% | +6.1% | -36.1% | -30.2% |
| 3M | -34.1% | +8.1% | -42.2% | -34.4% |
| 6M | -12.6% | +3.1% | -15.7% | -12.8% |
| YTD | +70.4% | +19.5% | +50.9% | +68.1% |
| 1Y | +22.3% | +29.7% | -7.5% | +19.9% |
| 3Y | +261.2% | +162.7% | +98.5% | +227.9% |
| All | +193.0% | +160.6% | +32.4% | +170.4% |
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