+3.7%
AWK vs UTHR
+24.4%
-20.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.2% | -0.3% |
| 7D | -0.7% | +2.8% | -3.5% | -0.8% |
| 30D | +2.8% | -2.3% | +5.0% | +2.8% |
| 3M | +11.3% | -7.4% | +18.7% | +11.4% |
| 6M | +6.7% | -6.0% | +12.7% | +6.8% |
| YTD | +9.4% | +3.4% | +6.0% | +9.7% |
| 1Y | +3.7% | +27.1% | -23.4% | +5.4% |
| All | +3.7% | +24.4% | -20.7% | +5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling