-35.0%
AUR vs UTHR
+161.9%
-196.9%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -1.9% | -0.4% |
| 7D | +11.1% | +3.0% | +8.1% | +10.7% |
| 30D | -6.9% | -4.3% | -2.6% | -6.4% |
| 3M | +5.5% | -8.4% | +13.9% | +6.5% |
| 6M | +41.0% | -4.2% | +45.2% | +41.2% |
| YTD | +69.3% | +4.0% | +65.3% | +67.3% |
| 1Y | +14.0% | +25.5% | -11.5% | +9.3% |
| 3Y | +90.1% | +125.1% | -35.1% | +75.1% |
| 5Y | -34.4% | +140.3% | -174.7% | -39.6% |
| All | -35.0% | +161.9% | -196.9% | -40.1% |
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