+322.7%
EAT vs UTHR
+139.1%
+183.7%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.1% | -5.5% | -3.6% |
| 7D | -4.9% | -2.9% | -2.0% | -4.6% |
| 30D | -1.2% | -7.6% | +6.4% | -0.3% |
| 3M | +52.2% | -8.6% | +60.8% | +53.7% |
| 6M | +65.0% | +4.1% | +60.9% | +63.9% |
| YTD | +55.0% | +2.2% | +52.8% | +54.0% |
| 1Y | +42.1% | +26.2% | +15.9% | +37.6% |
| 3Y | +614.7% | +121.2% | +493.5% | +546.0% |
| 5Y | +322.7% | +136.5% | +186.2% | +288.2% |
| All | +322.7% | +139.1% | +183.7% | +288.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UTHR.
Daily Out/Under-Performance
Portfolio return minus UTHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UTHR 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 UTHR 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