+284.0%
ARMK vs UTHR
+555.5%
-271.4%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.1% |
| 7D | -0.7% | -2.1% | +1.4% | -0.4% |
| 30D | -1.3% | +7.2% | -8.5% | -2.5% |
| 3M | -2.5% | +11.1% | -13.6% | -4.6% |
| 6M | +20.8% | +4.2% | +16.6% | +19.4% |
| YTD | +48.2% | +20.8% | +27.4% | +41.9% |
| 1Y | +45.7% | +29.7% | +16.1% | +37.7% |
| 3Y | +96.6% | +164.1% | -67.6% | +57.3% |
| 5Y | +106.6% | +190.7% | -84.1% | +59.1% |
| 10Y | +132.6% | +355.4% | -222.8% | +53.5% |
| All | +284.0% | +555.5% | -271.4% | +149.0% |
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