+137.9%
ARMK vs UTHR
+310.6%
-172.6%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.8% | -2.9% | -1.5% |
| 7D | +0.3% | +3.0% | -2.7% | -0.3% |
| 30D | +2.4% | -4.3% | +6.7% | +3.1% |
| 3M | +6.1% | -8.4% | +14.4% | +7.7% |
| 6M | +41.8% | -4.2% | +46.0% | +42.3% |
| YTD | +55.5% | +4.0% | +51.5% | +52.7% |
| 1Y | +49.6% | +25.5% | +24.1% | +40.7% |
| 3Y | +122.8% | +125.1% | -2.3% | +75.3% |
| 5Y | +151.0% | +140.3% | +10.7% | +89.0% |
| 10Y | +137.9% | +322.5% | -184.5% | +38.2% |
| All | +137.9% | +310.6% | -172.6% | +38.2% |
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