+251.0%
ECHO vs UTHR
+140.7%
+110.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.8% | -4.0% | -2.5% |
| 7D | +5.3% | +3.0% | +2.3% | +5.0% |
| 30D | +2.4% | -4.3% | +6.7% | +2.9% |
| 3M | -21.8% | -8.4% | -13.4% | -21.0% |
| 6M | -16.9% | -4.2% | -12.7% | -16.6% |
| YTD | -16.0% | +4.0% | -20.0% | -16.7% |
| 1Y | +9.3% | +25.5% | -16.2% | +5.6% |
| 3Y | +406.2% | +125.1% | +281.1% | +316.4% |
| 5Y | +251.0% | +140.3% | +110.6% | +158.8% |
| All | +251.0% | +140.7% | +110.2% | +158.8% |
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 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