+178.1%
UTHR vs ACM
-2.7%
+180.8%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -6.1% | +5.4% | -11.5% | -6.9% |
| 30D | +3.1% | +15.1% | -12.0% | +0.9% |
| 3M | +5.5% | -10.5% | +15.9% | +7.1% |
| 6M | -5.8% | -19.7% | +13.9% | -2.7% |
| YTD | +15.3% | -28.8% | +44.2% | +21.0% |
| 1Y | +23.8% | -47.9% | +71.7% | +39.9% |
| 3Y | +146.3% | -12.4% | +158.7% | +139.3% |
| All | +178.1% | -2.7% | +180.8% | +155.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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