+2,660.9%
EAT vs UTHR
+7,123.9%
-4,463.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.7% |
| 7D | 0.0% | -5.4% | +5.4% | +0.9% |
| 30D | +1.9% | -6.0% | +7.9% | +2.8% |
| 3M | +68.7% | -11.0% | +79.6% | +71.4% |
| 6M | +66.9% | -0.5% | +67.4% | +66.5% |
| YTD | +60.4% | +0.1% | +60.3% | +59.6% |
| 1Y | +44.0% | +28.2% | +15.8% | +37.5% |
| 3Y | +604.7% | +113.8% | +490.9% | +510.7% |
| 5Y | +347.0% | +131.3% | +215.7% | +277.4% |
| 10Y | +390.8% | +296.7% | +94.0% | +276.4% |
| All | +2,660.9% | +7,123.9% | -4,463.0% | +1,464.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling