+240.0%
ECHO vs UTHR
+898.3%
-658.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | +3.4% | -5.4% | +8.8% | +4.6% |
| 30D | +2.4% | -6.0% | +8.4% | +3.6% |
| 3M | -28.0% | -11.0% | -17.0% | -26.3% |
| 6M | -21.2% | -0.5% | -20.7% | -21.5% |
| YTD | -17.4% | +0.1% | -17.5% | -18.0% |
| 1Y | +33.6% | +28.2% | +5.4% | +25.3% |
| 3Y | +419.7% | +113.8% | +305.9% | +317.3% |
| 5Y | +241.7% | +131.3% | +110.4% | +165.6% |
| 10Y | +180.8% | +296.7% | -116.0% | +80.4% |
| All | +240.0% | +898.3% | -658.3% | +47.9% |
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