+302.2%
ARMK vs UTHR
+443.0%
-140.8%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.3% | -0.8% |
| 7D | -2.4% | -5.4% | +3.0% | -1.5% |
| 30D | 0.0% | -6.0% | +6.1% | +1.0% |
| 3M | +6.7% | -11.0% | +17.6% | +8.6% |
| 6M | +38.8% | -0.5% | +39.3% | +38.2% |
| YTD | +55.2% | +0.1% | +55.1% | +53.8% |
| 1Y | +46.6% | +28.2% | +18.5% | +38.6% |
| 3Y | +112.9% | +113.8% | -0.9% | +77.0% |
| 5Y | +144.0% | +131.3% | +12.7% | +96.1% |
| 10Y | +132.4% | +296.7% | -164.3% | +57.8% |
| All | +302.2% | +443.0% | -140.8% | +170.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling