+251.6%
UTHR vs ABCL
-81.3%
+332.8%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.5% |
| 7D | -5.4% | +0.7% | -6.1% | -5.4% |
| 30D | -6.0% | +93.1% | -99.1% | -8.0% |
| 3M | -11.0% | +79.4% | -90.4% | -12.7% |
| 6M | -0.5% | +214.9% | -215.4% | -4.3% |
| YTD | +0.1% | +234.2% | -234.1% | -4.1% |
| 1Y | +28.2% | +174.8% | -146.6% | +23.4% |
| 3Y | +113.8% | +104.5% | +9.3% | +105.6% |
| 5Y | +131.3% | -39.0% | +170.3% | +121.5% |
| All | +251.6% | -81.3% | +332.8% | +224.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling