+94.0%
ARMK vs UTHR
+150.6%
-56.6%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.7% | +5.1% | +4.5% |
| 7D | -2.6% | -6.1% | +3.5% | -2.4% |
| 30D | -5.2% | +3.1% | -8.3% | -5.3% |
| 3M | -6.5% | +5.5% | -12.0% | -6.8% |
| 6M | +15.3% | -5.8% | +21.1% | +15.7% |
| YTD | +43.6% | +15.3% | +28.2% | +42.1% |
| 1Y | +42.1% | +23.8% | +18.3% | +39.9% |
| 3Y | +94.0% | +146.3% | -52.3% | +88.5% |
| All | +94.0% | +150.6% | -56.6% | +88.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling