+2.7%
ECL vs UTHR
+23.3%
-20.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.1% |
| 7D | -2.6% | -5.4% | +2.8% | -2.3% |
| 30D | -2.2% | -6.0% | +3.9% | -1.9% |
| 3M | +10.1% | -11.0% | +21.1% | +10.7% |
| 6M | -5.7% | -0.5% | -5.2% | -4.9% |
| YTD | +7.0% | +0.1% | +6.9% | +8.1% |
| 1Y | +2.7% | +28.2% | -25.5% | +7.1% |
| All | +2.7% | +23.3% | -20.6% | +7.1% |
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