+192.5%
ECHO vs UTHR
+313.7%
-121.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.7% | +1.6% |
| 7D | +3.7% | +1.9% | +1.8% | +3.4% |
| 30D | +0.7% | -2.9% | +3.5% | +1.1% |
| 3M | -27.3% | -8.9% | -18.5% | -26.2% |
| 6M | -17.0% | -8.7% | -8.2% | -15.9% |
| YTD | -14.3% | +2.0% | -16.3% | -15.2% |
| 1Y | +20.9% | +22.8% | -1.9% | +15.5% |
| 3Y | +423.0% | +120.6% | +302.3% | +325.6% |
| 5Y | +265.7% | +136.4% | +129.3% | +188.3% |
| All | +192.5% | +313.7% | -121.3% | +89.3% |
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