+1,091.6%
ATI vs UTHR
+319.3%
+772.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.6% | -3.1% | -3.5% |
| 7D | -2.7% | +2.8% | -5.5% | -3.4% |
| 30D | -13.5% | -2.3% | -11.3% | -13.1% |
| 3M | +8.5% | -7.4% | +15.9% | +10.5% |
| 6M | +25.2% | -6.0% | +31.1% | +26.5% |
| YTD | +73.4% | +3.4% | +70.0% | +70.0% |
| 1Y | +160.5% | +27.1% | +133.4% | +140.9% |
| 3Y | +347.3% | +123.8% | +223.5% | +234.2% |
| 5Y | +1,049.0% | +139.6% | +909.3% | +704.6% |
| All | +1,091.6% | +319.3% | +772.3% | +533.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling