+144.9%
ECHO vs UTHR
+364.7%
-219.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.0% |
| 7D | +5.7% | +5.2% | +0.5% | +4.8% |
| 30D | +13.8% | +9.5% | +4.3% | +12.2% |
| 3M | +9.1% | +17.9% | -8.9% | +5.8% |
| 6M | -24.9% | +2.0% | -26.9% | -25.4% |
| YTD | -8.0% | +21.3% | -29.3% | -11.7% |
| 1Y | +42.9% | +27.9% | +15.0% | +35.8% |
| 3Y | +926.7% | +162.3% | +764.3% | +711.9% |
| 5Y | +230.4% | +190.7% | +39.6% | +150.7% |
| All | +144.9% | +364.7% | -219.8% | +55.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling