+82.7%
UTHR vs ADVB
-97.5%
+180.2%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.2% | -4.9% | -0.7% |
| 7D | -6.1% | -13.9% | +7.8% | -5.9% |
| 30D | +3.1% | -68.1% | +71.2% | +5.1% |
| 3M | +5.5% | -73.4% | +78.8% | +7.6% |
| 6M | -5.8% | -70.8% | +65.0% | -5.3% |
| YTD | +15.3% | -66.1% | +81.4% | +12.8% |
| 1Y | +23.8% | -77.5% | +101.3% | +23.3% |
| All | +82.7% | -97.5% | +180.2% | +99.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling