+191.8%
UTHR vs ABCL
-23.2%
+215.0%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.4% | -0.3% |
| 7D | +4.9% | +4.4% | +0.5% | +4.7% |
| 30D | +9.2% | -7.9% | +17.0% | +9.4% |
| 3M | +15.9% | +12.2% | +3.7% | +15.0% |
| 6M | +2.0% | +134.7% | -132.8% | -3.1% |
| YTD | +21.8% | +239.8% | -218.0% | +13.0% |
| 1Y | +28.6% | +192.7% | -164.1% | +20.1% |
| 3Y | +166.2% | +187.6% | -21.4% | +143.4% |
| 5Y | +191.8% | -22.6% | +214.4% | +191.2% |
| All | +191.8% | -23.2% | +215.0% | +191.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 5y: compounded portfolio wealth divided by compounded ABCL 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…
5y analysis · Full analysis span regression · 6 months rolling