+34.2%
ECHO vs UTHR
+40.6%
-6.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.2% | -4.4% | -3.3% |
| 7D | +4.6% | +3.8% | +0.8% | +4.4% |
| 30D | +0.4% | +13.4% | -13.0% | -0.3% |
| 3M | +7.7% | +17.3% | -9.7% | +6.4% |
| 6M | -18.0% | +4.7% | -22.7% | -18.3% |
| YTD | -9.3% | +24.9% | -34.2% | -10.8% |
| 1Y | +34.2% | +39.1% | -4.9% | +45.0% |
| All | +34.2% | +40.6% | -6.4% | +45.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling