+9,746.8%
AZO vs UTHR
+7,408.4%
+2,338.4%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.8% | -3.2% | -1.5% |
| 7D | -0.8% | +3.0% | -3.8% | -1.0% |
| 30D | -5.1% | -4.3% | -0.8% | -4.8% |
| 3M | -7.2% | -8.4% | +1.1% | -6.6% |
| 6M | -20.7% | -4.2% | -16.5% | -20.6% |
| YTD | -14.2% | +4.0% | -18.2% | -14.7% |
| 1Y | -32.2% | +25.5% | -57.7% | -33.6% |
| 3Y | +11.1% | +125.1% | -114.0% | +2.8% |
| 5Y | +87.6% | +140.3% | -52.7% | +71.6% |
| 10Y | +302.9% | +322.5% | -19.6% | +247.4% |
| All | +9,746.8% | +7,408.4% | +2,338.4% | +6,581.4% |
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 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