+178.1%
UTHR vs ALM
+396.4%
-218.3%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.8% | -0.7% |
| 7D | -6.1% | -6.7% | +0.5% | -6.0% |
| 30D | +3.1% | -32.9% | +36.0% | +3.7% |
| 3M | +5.5% | -39.5% | +44.9% | +6.1% |
| 6M | -5.8% | -62.0% | +56.2% | -4.9% |
| YTD | +15.3% | -7.8% | +23.2% | +15.5% |
| 1Y | +23.8% | +26.7% | -2.9% | +23.5% |
| 3Y | +146.3% | +825.4% | -679.1% | +133.7% |
| All | +178.1% | +396.4% | -218.3% | +162.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling