+214.2%
ARM vs UTHR
+165.5%
+48.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | +19.8% | +4.9% | +15.0% | +19.3% |
| 30D | -21.8% | +9.2% | -31.0% | -22.2% |
| 3M | -26.5% | +15.9% | -42.5% | -27.3% |
| 6M | -3.9% | +2.0% | -5.9% | -3.9% |
| YTD | +82.8% | +21.8% | +61.0% | +80.0% |
| 1Y | +34.3% | +28.6% | +5.8% | +31.8% |
| 3Y | +282.2% | +166.2% | +116.0% | +247.1% |
| All | +214.2% | +165.5% | +48.7% | +189.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling