+28.2%
UTHR vs ADVB
+5.8%
+22.3%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.5% |
| 7D | -5.4% | -3.8% | -1.6% | -5.4% |
| 30D | -6.0% | +17.6% | -23.6% | -6.1% |
| 3M | -11.0% | +119.1% | -130.1% | -12.4% |
| 6M | -0.5% | +103.4% | -103.9% | -3.7% |
| YTD | +0.1% | +59.8% | -59.8% | -3.0% |
| 1Y | +28.2% | +8.5% | +19.6% | +26.9% |
| All | +28.2% | +5.8% | +22.3% | +26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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