+27.9%
UTHR vs ALM
+19.0%
+8.9%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.7% | -8.1% | -0.6% |
| 7D | +5.2% | +1.2% | +4.0% | +5.1% |
| 30D | +9.5% | -19.3% | +28.8% | +9.9% |
| 3M | +17.9% | -40.6% | +58.6% | +19.3% |
| 6M | +2.0% | -57.9% | +59.9% | +3.4% |
| YTD | +21.3% | -6.7% | +28.0% | +24.5% |
| 1Y | +27.9% | +20.2% | +7.7% | +32.3% |
| All | +27.9% | +19.0% | +8.9% | +32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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