+340.0%
UTHR vs ARWR
+1,024.2%
-684.2%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.5% |
| 7D | +5.2% | -17.8% | +23.0% | +7.1% |
| 30D | +9.5% | -18.1% | +27.6% | +11.6% |
| 3M | +17.9% | -44.2% | +62.1% | +24.8% |
| 6M | +2.0% | -38.6% | +40.7% | +6.4% |
| YTD | +21.3% | -28.0% | +49.4% | +23.9% |
| 1Y | +27.9% | +16.1% | +11.7% | +23.2% |
| 3Y | +162.3% | +84.0% | +78.4% | +130.9% |
| 5Y | +190.7% | -35.4% | +226.1% | +173.7% |
| All | +340.0% | +1,024.2% | -684.2% | +217.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 10y: compounded portfolio wealth divided by compounded ARWR 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…
10y analysis · Full analysis span regression · 6 months rolling